Live Footprint Center Frame📊 Live Footprint Center Frame
Live Footprint Center Frame is a footprint-style chart overlay designed to help traders study candle-by-candle volume behavior directly on the main chart. The script displays centered footprint frames around candles and breaks each candle into multiple price slots so volume structure can be viewed more clearly.
🔎 What It Does
The script visualizes estimated internal candle activity using lower-timeframe OHLCV data. It displays price-slot volume, delta behavior, POC, value area, imbalance markings, absorption-style highlights, delta bars, POC trail, and a compact HUD panel for quick market structure reading.
Key visual elements include:
• Footprint-style candle frames
• Price-slot volume ladder
• Estimated ask/bid style cell values
• Positive and negative delta coloring
• POC highlight
• Value Area highlight
• Imbalance arrows
• Absorption-style border highlights
• Small delta bar below candles
• POC trail between candles
• Compact HUD with ASK, BID, DEL, POC, VA, VOL, CVD, and bias information
🧠 General Logic
Live Footprint Center Frame uses lower-timeframe OHLCV data to approximate how volume is distributed inside each candle. The script divides the candle range into price slots, distributes lower-timeframe volume across those slots, and then calculates estimated delta, total volume, POC, value area, and balance information.
This is not true exchange-level bid/ask footprint data. It is an educational footprint-style approximation based on the data available through TradingView.
📌 Why It Is Useful
This tool can help traders study more than just candle open, high, low, and close. It gives a clearer visual view of where volume activity is concentrated inside the candle and how that activity changes from candle to candle.
It can be useful for observing:
• Where volume is concentrated
• How POC shifts between candles
• Whether delta supports or disagrees with price movement
• Where value area develops inside the candle
• Whether activity appears balanced or imbalanced
• Possible absorption-style areas
• Short-term volume structure around important price zones
🎨 Visual Reading Guide
Green-style cells show stronger positive delta behavior.
Red-style cells show stronger negative delta behavior.
Orange areas highlight the POC zone.
Blue-style areas highlight the value area.
Yellow borders can show absorption-style conditions.
Small delta bars below candles show candle delta direction and strength.
The HUD gives a quick summary of ASK, BID, DEL, POC, VA, VOL, CVD, and bias.
🧭 How To Use
1. Add the script to a clean chart.
2. Use intraday charts for clearer footprint-style reading.
3. Watch the POC area to see where the highest slot volume appears.
4. Compare candle delta with candle direction.
5. Use value area to understand where most candle activity is located.
6. Use imbalance and absorption highlights as context only.
7. Check the HUD for a quick summary of current candle conditions.
8. Combine this with market structure, support and resistance, liquidity zones, and proper risk management.
⚙️ Settings Overview
Lower timeframe precision controls the lower timeframe data used for the footprint approximation.
Closed bars to keep controls how many previous footprint candles remain visible.
Price slots per candle controls how many horizontal volume rows appear inside each candle.
Cell text controls whether cells show volume, delta, delta percentage, or estimated ask/bid style values.
Frame width adjusts the centered footprint frame width around each candle.
Live candle update allows the active candle footprint to update while the candle is forming.
POC trail connects POC movement between candles.
Value Area highlights the main volume zone.
Imbalance ratio controls imbalance sensitivity.
Absorption slot volume percentage controls absorption-style highlighting.
HUD settings control the compact panel position and visibility.
Color settings allow visual customization of bullish, bearish, neutral, POC, value area, frame, and delta elements.
⚠️ Limitations
This script uses TradingView-available OHLCV data and lower-timeframe calculations. It does not access true exchange order book data or true bid/ask footprint data on most symbols. Values can vary depending on symbol, timeframe, lower-timeframe availability, volume quality, and chart settings.
The live candle can update while it is still forming. Confirmed candles are more stable than the active candle.
✅ Educational Use Only
This script is provided for educational market analysis and visual order-flow style study. It does not provide financial advice, guaranteed results, or automatic trade decisions. Traders should use proper risk management and combine this information with their own analysis. Indicador
Aura Volume Delta Matrix [Pineify]Aura Volume Delta Matrix
This indicator measures the net demand pressure behind each bar by separating candle volume into buying and selling components, smoothing the difference, and plotting it as a gradient histogram against a signal line. Rather than treating volume as a single unsigned number, it asks: how much of this bar's volume was buying versus selling? The answer — volume delta — reveals whether the crowd was net accumulating or distributing, even when price barely moved.
Key Features
Candle-polarity volume split: full bar volume attributed to buyers when close > open, sellers when close < open, and split 50/50 on doji candles
Dual EMA smoothing pipeline — one pass to extract the trend from noisy raw delta, a second pass to generate a crossover signal line
Normalized gradient histogram: bar intensity scales to the 100-bar rolling maximum, so weak readings appear faint and strong readings appear saturated, giving an immediate visual sense of magnitude relative to recent history
Crossover signals that only fire when delta is already on the correct side of zero — filtering out shallow, mean-reverting crosses that would otherwise generate noise
How It Works
The calculation pipeline has three stages.
Volume attribution: Each bar's total volume is assigned to buyers or sellers based on candle polarity. A bullish close (close > open) attributes 100% to buyers; a bearish close (close < open) attributes 100% to sellers; equal open and close splits it evenly. This is a bar-level proxy for order flow — not tick-level CVD, but a reasonable approximation available on any timeframe without premium data.
Delta smoothing: Raw delta (bullVol − bearVol) is noisy on its own. A configurable EMA (default 14) removes single-bar spikes and reveals the directional bias over recent bars. This smoothed delta is what plots as the histogram.
Signal line: A second EMA (default 9) is applied to the smoothed delta. This behaves like the MACD signal line — when the histogram crosses above it while already positive, demand is re-accelerating from a bullish baseline; crossing below while negative signals the opposite.
The gradient coloring normalizes the histogram against its own 100-bar peak, so you can immediately tell whether current delta intensity is historically significant or just routine churn.
How the Components Work Together
The two-pass EMA structure is intentional. A single EMA of raw delta would react quickly but produce too many false crosses. By smoothing first and then deriving a signal from the smoothed output, the crossover logic only fires when momentum has already built enough to survive the first layer of filtering. The zero-side gate on signals adds a second filter: a bullish crossover below zero means demand is recovering within a still-bearish context, which is a weaker setup than a crossover that occurs while net buying is already dominant. Together these two conditions — crossover confirmed by zero-side context — push the signal rate down and focus it on higher-conviction shifts.
Trading Ideas and Insights
Use bullish crossovers (delta crosses above signal while delta > 0) as a candidate entry trigger on trending assets. Consider waiting for price to also be above a longer-period moving average before acting on the signal.
Divergence between price making a new high and delta making a lower high may indicate absorption — sellers stepping in at resistance without moving price yet. This is worth watching rather than acting on automatically.
On ranging markets, delta will oscillate around zero and the smoothing will compress toward the baseline. Low histogram intensity (faint gradient bars) visually signals low-conviction conditions where crossover signals are less reliable.
The signal line alert conditions can be used to push notifications when the crossover setup occurs, removing the need to watch the chart continuously. Still, confirm with price structure before entering.
As with any volume-based indicator, results vary by asset liquidity and data provider. Crypto and futures markets with transparent volume data tend to produce cleaner delta readings than instruments where reported volume is an estimate.
Unique Aspects
The gradient normalization against a rolling 100-bar peak is a visual improvement over fixed-scale histograms: it adapts to each instrument's typical volume range without manual scaling, making the chart readable across different assets.
The zero-side signal filter avoids a common problem in oscillator crossover systems — signals that fire during shallow pullbacks within a larger counter-trend, where the histogram is technically crossing but the broader context is unfavorable.
The doji split (50/50 at open = close) is a minor but honest edge case handling that most simplified volume delta scripts skip.
How to Use
Add the indicator to any chart. It works on all timeframes, though intraday timeframes tend to show more granular delta shifts.
Watch histogram color and intensity. Solid, saturated green bars suggest strong net buying relative to recent history; faint bars suggest low-conviction buying or a quiet session.
Look for crossovers of the orange signal line. Bullish: histogram rises through the signal line while above zero. Bearish: histogram falls below the signal while below zero. Half-crossovers (histogram crosses signal but is on the wrong side of zero) are filtered from alerts.
Set alerts via the indicator's alert conditions if you want to monitor for crossover setups without watching the chart.
Customization
Delta Smoothing Length (default: 14) — Controls how much the raw volume delta is smoothed before plotting. Higher values produce a slower, more stable histogram but introduce more lag. Lower values react faster and may show more noise.
Signal Line Length (default: 9) — The EMA length applied to the smoothed delta to create the crossover trigger. Shorter values generate more frequent signals; longer values are more selective.
Bullish / Bearish / Signal Colors — Fully customizable to match your chart theme or personal preference.
Conclusion
Aura Volume Delta Matrix translates raw bar volume into a directional demand measure, smooths it through a dual-EMA pipeline, and presents the result as a gradient histogram with a signal-line crossover system. It's most useful for traders who want a volume-based confirmation layer that isn't just "volume went up" but instead reflects which side of the trade had more participation. Pair it with price structure or trend context for best results — no volume indicator tells the full story on its own.
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Candle Volume Decomposition [MarkitTick]💡 Standard volume analysis often falls short by presenting trading activity as a single, one-dimensional aggregate figure per period. This limitation obscures the true dynamics of market microstructure, leaving analysts guessing whether the volume was concentrated in the directional move of the body, or absorbed at the extremes as rejection wicks. This indicator reconstructs the volume profile of every single price candle by decomposing it into three distinct spatial zones: the Upper Wick, the Body, and the Lower Wick. By leveraging lower-timeframe data polling, it builds an intraday volume distribution for higher-timeframe candles, extracting critical insights such as Delta Pressure, Zone Concentration, Absorption, and Exhaustion, wrapping it all into an on-chart dashboard and advanced histogram.
✨ Originality and Utility
Most volume indicators attempt to map buying and selling pressure by looking at the close relative to the open or high/low range, applying a uniform formula to the entire bar's volume. This indicator breaks away from aggregate estimations by fetching strict lower-timeframe data and physically mapping it to the structural boundaries of the chart timeframe's candle.
The primary utility lies in its ability to reveal hidden liquidity mechanics. A candle with seemingly standard bullish volume might actually contain massive localized selling pressure entirely trapped within its upper wick. By isolating these zones, traders can definitively identify absorption, measure the efficiency of directional body moves, and detect localized exhaustion before price reverses. It effectively bridges the gap between basic volume bars and complex Order Flow footprint charts, delivering high-granularity data without requiring specialized tick-data feeds.
🔬 Methodology and Concepts
The script utilizes a lower timeframe polling array to dissect the current chart's candle structure. The mathematical methodology is broken down into the following core concepts:
Spatial Decomposition: The indicator calculates the precise price boundaries of the candle's body (Open to Close) and wicks (High to Body Top, Low to Body Bottom). As lower timeframe volume data is fed into the array, it allocates the volume proportionally based on where the lower timeframe price action occurred relative to the parent candle's zones.
Net Signed Volume: Instead of arbitrary coloring, the script calculates a net directional flow. Lower wick volume (demand/buying) is added, upper wick volume (supply/selling) is subtracted, and body volume is directionally signed based on whether the candle closed green or red.
Delta Pressure Index: A normalized ratio ranging from -1.0 to +1.0. It calculates the net difference between lower wick volume and upper wick volume relative to total volume. Positive values indicate demand dominance in the wicks, while negative values indicate supply dominance.
Volume Concentration (HHI): The Herfindahl-Hirschman Index is adapted here to measure zone dominance. By squaring the volume ratios of all three zones and summing them, it provides a score from 0.33 (perfectly equal distribution) to 1.0 (a single zone contains 100% of the volume).
Absorption & Exhaustion: Absorption is modeled by combining high total wick volume with a compressed body range. Exhaustion is triggered mathematically when the total volume residing in the wicks exceeds the body volume multiplied by a user-defined threshold, signaling potential structural failure.
🎨 Visual Guide
The indicator's visual outputs are highly detailed, split between the main price pane and the indicator pane.
● Main Chart Elements
Price Candles: The standard price candles are dynamically colored and faded. By default, they use "Net Signed Volume" coloring, transitioning between Deep Teal (Bullish Net) and Deep Red (Bearish Net). Furthermore, the transparency of the candles is completely dynamic; candles with absolute directional dominance are fully opaque, while candles with weak or highly contested net volume become transparent.
Wick Exhaustion Highlight: A distinct purple background flash appears on specific bars where wick volume overwhelmingly eclipses body volume, visually alerting the user to structural exhaustion.
Divergence Labels: Small, precise text labels reading "Vol ▲Div" (Teal) or "Vol ▼Div" (Red) appear above or below candles when volume divergences are detected between the price trend and the total volume trend over the specified lookback period.
Dashboard Table: Positioned in the top right, this matrix provides real-time scoring. It displays block-meters and color-coded text for Delta Pressure, Dominant Zone, CVD Bias, Body Efficiency, Absorption Score, Wick Exhaustion status, Zone Concentration, and the exact percentage breakdown of the three spatial zones.
● Indicator Pane Elements
Stacked Volume Columns: When in standard mode, the volume histogram represents the true spatial distribution. The Lower Wick volume is plotted at the base in vivid Cyan. The Body volume is stacked on top in either Teal or Deep Red. The Upper Wick volume completes the stack in vivid Red.
Net Signed Columns: When toggled via settings, the histogram switches to a baseline-centered momentum oscillator, plotting the absolute Net Signed volume above or below the zero line, instantly revealing the true directional aggression of the period.
📖 How to Use
Traders can deploy this indicator to validate breakouts, confirm reversals, and manage risk through superior tape reading.
Validating Breakouts: When observing a breakout candle, refer to the Dashboard's "Body Efficiency" metric. A high efficiency score combined with an opaque body color indicates that the majority of the volume supported the directional move. Conversely, if a breakout candle prints a high "Absorption" score and high wick concentration, the move is likely being faded by larger market participants.
Trading Reversals: The purple background flash (Wick Exhaustion) is a prime leading indicator. When this occurs at a known support or resistance level, it mathematically confirms that counter-trend limit orders have successfully absorbed the aggressive volume, halting the candle's progression.
Monitoring Cumulative Pressure: The CVD Bias metric in the dashboard maintains a running sum of Net Signed Volume. If price is making higher highs but the CVD Bias flips to Bearish, a structural divergence is occurring, warning of an impending pullback.
Interpreting Asymmetry: Watch the dominant zone metrics. Continuous lower-wick dominance during a downtrend suggests accumulation, as market participants repeatedly buy the dips within the micro-structure of the falling candles.
⚙️ Inputs and Settings
The script provides a modular architecture allowing users to tailor the calculations and visuals to their specific strategy requirements.
● Volume Profile & Display
Lower Timeframe: The critical input for data resolution. This must be set lower than the chart timeframe (e.g., 1-minute data for a 15-minute chart) to provide the necessary polling granularity.
Coloring Mode: Allows switching the price candles between "Net Signed Volume" (accounting for wick/body math), "Body Direction" (traditional close vs open), or turning it off entirely.
Dynamic Transparency: A toggle that maps the opacity of the price candles directly to the strength of the volume signal.
Signed Volume Mode: Toggles the indicator pane histogram between the 3-tier stacked spatial volume model and the zero-centered Net Signed Volume oscillator.
● Advanced Metrics & Dashboard
Metric Toggles: Users can individually enable or disable internal calculations for Delta Pressure, Asymmetry, CVD, Efficiency, Wick-to-Body Ratio, HHI, and Absorption to optimize performance or clear the data window.
Exhaustion Threshold: A float multiplier that determines how aggressive the wick volume must be compared to the body volume to trigger the purple background flash. Lowering this increases sensitivity.
Volume Divergence: Toggles the on-chart pivot detection, with a customizable "Lookback Bars" setting to determine the required span for identifying volume-price discrepancies.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
The theoretical foundation of this script is rooted in Market Microstructure and the mechanics of the Limit Order Book (LOB). Standard OHLC data suffers from temporal aggregation bias; it flattens the continuous auction process into discrete periods. By polling lower timeframe arrays, this indicator reconstructs the volume topology, mapping volume to price rather than just volume to time.
The integration of the Herfindahl-Hirschman Index (HHI) is a direct cross-application from macroeconomics and antitrust law, where it is traditionally used to measure market share concentration. In this script, HHI is brilliantly applied to spatial volume analysis to determine the "monopoly" of trading activity within a single candle. An HHI approaching 1.0 mathematically proves severe localized liquidity consumption, indicating an inelastic supply or demand wall at that specific price node.
Furthermore, the Delta Pressure and Absorption calculations mirror the dynamics of liquidity provision vs. liquidity taking. When a candle expands its range, aggressive market orders are consuming passive limit orders (high body efficiency). When a candle prints high volume but compresses its body range, aggressive market orders are being entirely absorbed by a dense wall of resting limit liquidity (high wick volume, high absorption score). This indicator translates these complex order-matching mechanics into a digestible visual hierarchy.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. Indicador
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Delta Void Profile [BigBeluga]Delta Void Profile is an advanced order flow and market structure framework engineered to reveal the "negative space" in price action. By contrasting traditional volume accumulation with a unique Inverse Liquidity Void map, this indicator identifies where the market is most anchored and where it is most fragile.
While standard profiles show where the crowd has transacted, the Delta Void Profile simultaneously highlights where the market *failed* to trade, marking the "liquidity vacuums" that often dictate explosive price movements.
🔵 THE DUAL-ENGINE FRAMEWORK
The Normal Profile (Right Side): This is your primary volume distribution. It visualizes the total relative volume transacted at each price bin within the lookback period, providing a clear view of high-interest zones.
The Inverse "Void" Profile (Left Side): This profile measures the "gap" between the maximum volume peak and the current bin. Longer bars on the left signify Volume Voids —areas where price moved too quickly for significant liquidity to build.
Intraday Delta Breakdown: Within the normal profile, the script calculates a granular Buy/Sell Delta . Each bin features a central divider and percentage labels, showing exactly which side of the market dominated that specific price node.
🔵 CORE ARCHITECTURE
Liquidity Vacuum Identification: The indicator automatically highlights the "Deepest Gap"—the price area with the least historical transacted volume relative to the peak. These zones act as magnets or "slip-zones" where price is likely to expand rapidly without resistance.
HVN & Gap Pivot Detection: Depending on your strategy, the tool automatically plots dashed structural lines at either High Volume Nodes (HVN) —representing fair value and heavy support/resistance—or at Volume Gaps —representing liquidity pockets.
Dynamic Gradient Resolution: The profile uses a color-gradient system based on volume density. Brighter, more saturated bins represent institutional interest, while faded bins represent retail noise or transitional zones.
🔵 FEATURES
High-Definition Bins: Customizable vertical resolution (Bin Count) allows you to transition from a macro structural view to a high-definition "micro-scalping" look at order flow.
Delta Efficiency Labels: Real-time percentage labels on the right-hand profile give you an immediate breakdown of supply and demand percentages for every price level.
Void Strength Labels: The inverse profile calculates and prints the "Gap Percentage," explicitly labeling areas where liquidity is significantly missing.
UI Scaling: Fully adjustable global text and label sizes ensure the profile remains readable on any screen resolution or chart layout.
🔵 STRATEGIC APPLICATION
Trading the HVN (High Volume Nodes): Use HVN levels as anchors for your stop-loss or as high-probability entry points. These are prices where the market has historically agreed on "Value".
Exploiting the Voids: When price enters a high-percentage "Gap" zone on the left profile, expect increased volatility. Because there is no "friction" from historical orders, price often "teleports" through these voids until it reaches the next high-volume cluster.
Delta Confirmation: Use the Buy/Sell percentage labels to confirm breakouts. If price is breaking an HVN resistance and the delta shows high Buy dominance, the probability of a successful breakout increases significantly.
Mean Reversion Targets: Voids often act as targets for mean reversion. If price is overextended, look for the nearest "Volume Gap" pivot as a natural magnet for a relief rally or pullback.
Delta Void Profile transforms your chart into a map of institutional activity and structural weakness. By identifying the voids in the market, you can stop trading into the "heavy" areas and start targeting the "light" areas where the real price expansion occurs. Indicador
Volume Financial ProVolume Financial Pro is a smart volume indicator built for traders who operate across multiple asset classes, including Forex, Crypto, Commodities, Indices, and Stocks. It combines a Proxy Volume Engine with a candle-based delta intensity system to deliver meaningful volume analysis even on platforms that do not provide real volume data.
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THE PROBLEM THIS INDICATOR SOLVES
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Most retail brokers and CFD platforms — particularly those offering Forex, metals, and index CFDs — do not provide real volume data. The standard volume indicator on these platforms either returns zero, returns meaningless tick counts, or simply shows nothing. This makes volume-based analysis impossible for a large portion of the trading community.
Volume Financial Pro solves this with a built-in Proxy Volume Engine.
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HOW THE PROXY VOLUME ENGINE WORKS
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The indicator automatically detects the current symbol and maps it to a liquid equivalent source that provides real, reliable volume data. For example:
• XAUUSD → COMEX:GC1! (Gold Futures)
• EURUSD → FX:EURUSD
• BTCUSD → BINANCE:BTCUSDT
• NDQUSD → OANDA:NAS100USD
• AAPL → NASDAQ:AAPL
Over 80 symbols are mapped across all major asset classes. If the platform provides native volume, it is used directly. If not, the proxy volume is fetched and applied transparently — no configuration needed from the user.
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DELTA-BASED COLOR SYSTEM
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Each volume bar is colored based on sell intensity, calculated from the relationship between the candle body size and its full high-low range. This approximates the proportion of buying versus selling pressure within each bar.
• Bullish bars → cyan
• Bearish bars with moderate selling → light red
• Bearish bars with high selling intensity (above 60%) → dark red
This gives traders an immediate visual read on conviction behind each move — not just whether price went up or down, but how aggressively it was bought or sold.
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EMA OVERLAY
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An optional EMA (default: 9 periods) is plotted over the volume histogram to help identify trends in volume activity and spot anomalies such as volume spikes or dry-up zones that may precede price reversals.
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SETTINGS
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• EMA Length — adjustable period for the volume EMA (default: 9).
• Show EMA — toggle the EMA line on or off.
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COMPATIBLE WITH
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Forex majors, minors and exotics · Crypto (via Binance) · Gold, Silver, Platinum, Palladium · Oil and Natural Gas · Agricultural commodities · US Dollar Index · Major global indices: DOW, NASDAQ, S&P 500, Nikkei, DAX, FTSE, CAC, MIB, ASX, Hang Seng · Top US and European stocks.
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NOTES
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This indicator is an original work. The Proxy Volume Engine, symbol mapping table, and delta intensity color logic were developed independently by the author and do not derive from any existing published script.
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Cobalt Session Ledger [JOAT]Cobalt Session Ledger
Introduction
Cobalt Session Ledger is an open-source intraday context indicator focused on session VWAP, synthetic volume delta, liquidity sweeps, absorption, and managed visual trade mapping. It is designed to help users read whether current price action is extending, reverting, sweeping liquidity, or building pressure around the active session's value area.
The script uses a modern dark chart style with cyan, teal, red, amber, and violet accents. It includes VWAP sigma bands, session CVD, sweep and absorption markers, candle coloring, reward/risk boxes, right-side entry/stop/target labels, and a top-right dashboard.
Core Concepts
1. Session VWAP and Sigma Bands
The session engine accumulates price-volume data during the configured session and computes VWAP. It also derives deviation bands around VWAP so price can be evaluated in sigma terms rather than raw distance.
// Conceptual summary
// VWAP = cumulative price * volume / cumulative volume
// sigma bands = VWAP +/- session deviation multiples
2. Synthetic Delta and Session CVD
Because TradingView symbols often lack true bid/ask delta, the script estimates directional pressure from candle body position, close position, range, and volume. That value is accumulated into a session CVD line and smoothed for dashboard and signal context.
3. Liquidity Sweep Detection
Confirmed sweeps occur when price probes beyond a recent swing high or low and closes back through it with directional rejection. These events are shown with clean square/circle markers rather than arrows.
4. Absorption and Wick Skew
Absorption combines volume expansion, compact candle range, and close location. Wick skew helps describe whether rejection is occurring from the upper or lower side of the candle.
5. Managed Ledger Map
When a confirmed ledger signal appears, the indicator can draw a reward zone, risk zone, entry line, stop line, and T1/T2/T3 targets at the right edge. These are visual planning aids, not executed orders.
Features
Session VWAP engine: Uses the configured session and timezone
VWAP sigma rails: Displays inner and outer VWAP deviation shells
Session CVD: Tracks synthetic volume pressure during the session
Liquidity sweeps: Detects confirmed reclaim/rejection events around recent pivots
Absorption markers: Highlights volume compression and close-location absorption
Confidence scoring: Combines VWAP, delta, structure, absorption, volume, and session context
Managed trade map: Draws entry, stop, T1, T2, T3, reward box, and risk box
Candle tinting: Colors bars based on confidence and directional pressure
Top-right dashboard: Shows VWAP, CVD, delta, liquidity, confidence, sigma, entry, targets, and session range
Confirmed-bar signals: Ledger signals are gated with barstate.isconfirmed
Input Parameters
Session:
Session Window
Session Timezone
Liquidity and Absorption:
Liquidity Pivot Length
Volume Spike Multiplier
Absorption Range Ceiling
Bull/Bear Absorption Close Bias
Trade Map:
Show Managed Trade Map
Show Right-Side Price Labels
Trade Box Projection Bars
Target 1, 2, and 3 R multiples
Signal Cooldown Bars
How to Use This Indicator
Step 1: Start with VWAP
Read whether price is above, below, or stretched from session VWAP.
Step 2: Confirm pressure
Use the CVD and delta rows to determine whether volume pressure supports the price location.
Step 3: Watch sweeps and absorption
Sweep and absorption events can mark potential exhaustion or reclaim zones.
Step 4: Treat trade boxes as planning overlays
The ledger box gives a structured visual reference for risk and reward. It does not ensure that the market will reach any level.
Indicator Limitations
Synthetic delta is an estimate, not true exchange bid/ask delta
Signals are session-context tools, not automatic trade instructions
Quiet symbols and low-volume sessions can reduce signal quality
The managed trade map is visual only
Originality Statement
Cobalt Session Ledger combines session VWAP sigma analysis, synthetic CVD, sweep/reclaim logic, absorption detection, wick skew, confidence scoring, candle tinting, and managed visual trade mapping into a single open-source Pine v6 session tool. The components work together to classify session pressure and price location rather than act as unrelated overlays.
Disclaimer
This script is for educational and informational use only. It is not financial advice or a recommendation to buy or sell any instrument. Trading involves risk, and historical context does not ensure future behavior.
-Made with passion by jackofalltrades
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Aurelian Consensus Bands [JOAT]Aurelian Consensus Bands
Introduction
Aurelian Consensus Bands is an open-source price consensus map built around a log-volume profile, dynamic consensus bands, VWAP context, and confirmed-bar signal logic. It is designed to answer a specific question: where is price trading relative to the market's recent volume-weighted agreement zone, and is that move supported by session pressure?
The script plots VPOC, consensus area, boundary bands, session VWAP deviation shells, a dynamic volume node, right-side price rails, managed signal boxes, candle coloring, and a compact top-right dashboard. Its goal is not to predict the future. It provides a structured chart layer for reading acceptance, rejection, and directional pressure around consensus levels.
Core Concepts
1. Log-Volume Consensus Profile
The script builds a rolling profile on a logarithmic price canvas. Recent bars contribute volume across high-low rows, with recency weighting applied before the profile is converted into levels. This reduces sensitivity to one-off spikes while preserving important volume clusters.
// Conceptual summary
// volume is distributed across log-price rows
// rows are then analyzed for VPOC, mean, and stdev bands
2. VPOC, CA, and Boundary Band
The engine extracts a volume point of control, consensus area high/low, and wider boundary bands. The midpoint of the consensus area and the VPOC can be blended into the active anchor. Price displacement from that anchor is normalized so the indicator can classify whether price is inside, above, or below the agreement zone.
3. Dual-Anchor Coherence
Aurelian compares the VPOC view and consensus-area midpoint view. Signals are only stronger when both views agree. If the two anchors conflict, the coherence score falls and the dashboard shows weaker context.
4. VWAP and Session Pressure
The script adds session VWAP, VWAP deviation shells, synthetic delta pressure, and a dynamic volume node. Qualified signals require more than a simple cross; they also consider whether VWAP and pressure agree with the band event.
5. Right-Side Price Rails and Signal Box
The current VPOC, anchor, consensus levels, VWAP, and dynamic node are projected to the right edge with price labels. Qualified signals can also create a managed visual box with entry, stop, T1, and T2 levels based on ATR and planned R multiples.
Features
Rolling log-volume profile: Builds VPOC, consensus area, and boundary bands from recent price-volume structure
Dual-anchor coherence filter: Compares VPOC and consensus midpoint before qualifying signals
VWAP deviation shells: Adds session VWAP context and upper/lower deviation bands
Dynamic volume node: Tracks a lighter-weight volume anchor for current conditions
Candle color blending: Colors bars using consensus direction and institutional context strength
Qualified signal markers: Uses clean dots/squares rather than arrows or retail-style markers
Managed signal box: Projects entry, stop, T1, and T2 for visual planning only
Right-side rails: Labels VPOC, anchor, CA high/low, VWAP, and node prices at the chart edge
Top-right dashboard: Shows mode, bias, coherence, score, VWAP state, delta, node, quality, and state
Confirmed-bar logic: Main signal events are gated on confirmed bars
Input Parameters
Profile Core:
Profile Rows controls profile resolution
Profile Lookback controls how much recent history is used
Recency Weight Span controls how quickly old bars lose influence
Profile Smooth controls smoothing on extracted levels
Context and Rails:
Show Session VWAP and VWAP Deviation Shells
Show Dynamic Volume Node
Show Right-Side Price Rails
Show Managed Signal Box
Signal Stop ATR Mult and Target R settings
How to Use This Indicator
Step 1: Read the anchor
Use the VPOC and consensus anchor to understand where the market's recent agreement zone sits.
Step 2: Check coherence
Higher coherence means the VPOC and consensus midpoint agree. Lower coherence suggests mixed structure.
Step 3: Watch VWAP and node context
Signals carry more context when price, VWAP, delta, and the dynamic node point in the same direction.
Step 4: Use right-side rails
The rails provide forward reference levels for continuation, rejection, or mean reversion planning.
Indicator Limitations
The profile depends on the selected lookback and row resolution
Signals are contextual, not standalone trade recommendations
Very low volume symbols may produce less reliable profile and delta readings
Confirmed-bar logic means signals appear after the bar closes, not before
Originality Statement
Aurelian combines a rolling log-volume consensus profile, dual-anchor coherence, session VWAP deviation context, synthetic pressure, dynamic node tracking, right-edge rails, and managed visual signal boxes in one open-source Pine v6 tool. The purpose is not to merge unrelated indicators, but to create a single acceptance/rejection framework around volume agreement and session context.
Disclaimer
This script is for educational and informational use only. It is not financial advice and does not ensure any trading outcome. Market behavior is uncertain, and all signals should be evaluated with risk management and independent judgment.
-Made with passion by jackofalltrades
Indicador
Indicador
Elaris Volume Intelligence ProElaris Volume Intelligence Pro is a professional-grade volume analysis and smart money intelligence indicator designed to help traders understand market participation, hidden pressure, and potential reversal activity in real time.
Instead of displaying raw volume alone, Elaris Volume Intelligence Pro transforms market volume into actionable intelligence by combining relative volume analysis, volume delta estimation, CVD (Cumulative Volume Delta), absorption detection, climax activity, and smart flow momentum into a single clean and trader-friendly system.
The indicator is built for discretionary traders, scalpers, intraday traders, swing traders, and crypto traders who want deeper insight into market behavior beyond standard candles.
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FEATURES
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• Smart Volume Columns
Dynamically colored volume bars help identify bullish pressure, bearish pressure, climax activity, and absorption zones instantly.
• Relative Volume & Z-Score Engine
Detects abnormal market participation using relative volume and statistical volume expansion analysis.
• Volume Flow Momentum
A smoothed institutional-style flow model that helps traders identify whether aggressive buying or selling pressure is dominating the market.
• Bullish & Bearish Climax Detection
Highlights potential exhaustion candles during extreme participation and volatility conditions.
• Demand & Supply Absorption Detection
Detects high-volume compression behavior that may indicate hidden accumulation or distribution by larger participants.
• Volume & CVD Divergence Signals
Identifies possible reversal conditions when price action and cumulative volume behavior diverge.
• Smart Market State Dashboard
A clean built-in intelligence panel provides:
* Market bias
* Smart score
* Relative volume strength
* Volume Z-score
* Delta pressure
* Active signal state
• Dark Mode Optimized UI
Professionally designed visuals optimized for both dark and light TradingView themes.
• Fully Configurable
All thresholds, smoothing values, divergence sensitivity, and visual layers can be customized for different trading styles and markets.
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HOW TO USE
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• Strong Bullish Conditions
Look for:
* Bullish volume climax
* Positive flow momentum
* Increasing relative volume
* Bullish divergences
* Demand absorption
• Strong Bearish Conditions
Look for:
* Bearish climax candles
* Negative flow momentum
* High sell-side pressure
* Bearish divergences
* Supply absorption
• Best Use Cases
* Crypto futures trading
* Intraday momentum trading
* Breakout confirmation
* Reversal detection
* Smart money analysis
* Volume-based confluence systems
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ALERTS INCLUDED
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The indicator includes built-in alerts for:
* Bullish/Bearish Volume Climax
* Demand/Supply Absorption
* Bullish/Bearish Divergence
* Bullish/Bearish Pressure States
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IMPORTANT NOTES
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• This indicator does not use repainting logic.
• Signals are generated using confirmed candle data.
• Works best on liquid markets with reliable volume data.
• Designed for confirmation and confluence, not standalone financial advice.
Built by Elaris Group.
Financial intelligence for modern markets.
Indicador
Volume Ledger [JOAT]JOAT Volume Ledger
Introduction
JOAT Volume Ledger is an open-source participation and volume-zone framework designed to identify where meaningful activity occurred, what type of activity it likely was, and which of those zones still matter now.
It is built around the idea that not all large volume is equal.
Some high-volume behavior represents sponsorship.
Some represents exhaustion.
Some represents churn or absorption.
Some leaves behind a meaningful footprint that the market later reacts to.
The problem the script solves is translation.
Raw volume bars alone do not explain whether heavy activity created useful levels.
They also do not organize those levels for later use.
Volume Ledger attempts to do both.
It begins with relative-volume heat and participation metrics.
It then uses confirmed pivot-based logic to create candidate zones.
Those zones are merged, ranked, extended, and reclassified as support or resistance based on how price returns to them.
Higher-timeframe carry-forward levels can also be displayed.
Core Concepts
1. Relative-Volume Heat
The script normalizes current volume against a baseline and color-grades it.
2. Delta, Churn, and Participation
A delta proxy, churn estimate, and participation line classify the quality of activity.
3. Confirmed Pivot-Zone Creation
When significant participation coincides with confirmed pivots, the script stores those prices as candidate zones.
4. Zone Merging and Ranking
Nearby zones are merged and stronger zones are prioritized.
5. Higher-Timeframe Carry-Forward Levels
Important HTF zones can be projected into the current chart.
6. Retest Logic
The script distinguishes whether an active zone is currently acting as support or resistance.
7. Overlay Box and Line Projection
Zones are projected forward into current chart space using managed boxes, lines, and labels.
8. Participation State Readout
The dashboard summarizes the dominant volume condition, active zones, and current participation quality.
Features
Relative-volume heatmap: current activity is normalized and color-graded
Delta, churn, sigma, and participation analytics: classifies the character of activity
Confirmed volume-origin zones: maps price areas linked to meaningful participation
Zone merging and ranking: reduces clutter and prioritizes stronger regions
Projected overlay boxes and lines: extends active zones into current price
Higher-timeframe ledger context: broader levels can be carried forward
Support / resistance retest logic: distinguishes how price is interacting with the zone
Bar tint and backdrop state: strong participation conditions are easy to spot
Dashboard: summarizes volume state and dominant zone structure
Input Parameters
Ledger Core:
Volume Comparison
Ledger Window
Participation Smoothing
Delta and Churn Settings
Relative Volume Thresholds
Zone Engine / Display:
Zone Extension
Merge Threshold
Zone Ranking Rules
Projected Levels
Higher-Timeframe Carry-Forward
Show Dashboard
Show Average
Show Participation Line
Show Projected Levels
Show Backdrop
Show Bar Tint
How to Use This Indicator
Step 1: Read current participation quality using the relative-volume state and participation line.
Step 2: Identify the dominant projected zones on the chart.
Step 3: Watch retests into those zones and compare them to current participation behavior.
Step 4: Compare active zones with higher-timeframe carry-forward levels.
Step 5: Use the script as confirmation beneath trend, liquidity, or retracement narratives.
Indicator Limitations
Volume proxies do not provide true exchange-level order-flow
High participation does not guarantee reversal or continuation
Very noisy markets can generate many candidate zones before merging and ranking simplify them
The script identifies footprints of activity, not certain turning points
Originality Statement
This script is original in the way it combines relative-volume heat, effort classification, pivot-zone construction, merging, ranking, higher-timeframe carry-forward, and retest-aware styling into a single participation ledger.
The purpose is not merely to show volume.
It is to preserve the most useful consequences of volume.
Disclaimer
This indicator is provided for educational and informational purposes only.
It is not financial advice.
Volume and participation footprints do not guarantee future support or resistance.
Always use independent analysis and risk management.
Best Use Cases
Studying where strong participation likely left a usable footprint
Comparing current price retests to historical participation zones
Separating constructive activity from churn-heavy activity
Adding participation context to trend, liquidity, or retracement narratives
Interpretation Notes
Not every high-volume event deserves the same weight.
The script is most useful when strong participation aligns with structural pivots and later retests.
Higher-timeframe carry-forward levels can be especially helpful when local price is approaching an older but still meaningful participation zone.
The strongest zones are not simply the largest bars.
They are the most meaningful surviving footprints after merging, ranking, and retest context are applied.
Publication Notes
This script is intended to be published with a clean chart where the dominant projected zones and the current participation state are clearly identifiable.
The chart should not be overloaded with extra unrelated studies.
The image should make the volume-to-zone relationship understandable to a first-time viewer.
-Made with passion by jackofalltrades
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Adaptive Squeeze Memory [PhenLabs]🚀 #66 Adaptive Squeeze Memory
📌 Overview
Adaptive Squeeze Memory turns a standard public-domain BB/KC squeeze into a clear “what happened after similar squeezes?” dashboard. Instead of forcing traders to decode a complex probability model, ASM gives a simple setup read first: Long Breakout Watch, Short Breakdown Watch, Lean Long, Lean Short, Two-Way Volatility, or Building Memory.
Behind that simple read, ASM compares the current squeeze event against prior confirmed squeezes with similar volatility, RSI, and volume conditions, then projects the historical distribution of forward returns as a cone.
This is an original public-concept interpretation built from standard market primitives: Bollinger Band width, Keltner Channel width, ATR, RSI, volume ratio, Euclidean similarity scoring, and nearest-rank percentiles. It does not copy, clone, reproduce, deobfuscate, or attempt to recreate any commercial squeeze, memory, or prediction product.
📊 What Makes It Different
Most squeeze tools answer one question: “Is price compressed?” Adaptive Squeeze Memory asks a sharper and more tradable question: “When the market has compressed like this before, did the forward memory favor an upside breakout, a downside breakdown, or volatility expansion without a clean directional edge?”
The result is a cleaner TradingView experience: a plain-English memory dashboard for fast interpretation, plus a projected return cone for traders who want the deeper statistical context.
🚀 Core Features
✅ Public-domain BB/KC squeeze detection using Bollinger Band width versus Keltner Channel width
✅ Similarity memory engine using normalized ATR, RSI, and volume ratio
✅ Configurable nearest-match count for comparing the current squeeze against prior events
✅ 1-bar, 3-bar, 5-bar, and 10-bar forward return distributions
✅ Median projection plus optional 25th/75th and 10th/90th percentile bands
✅ Memory Dashboard with setup state, median edge, likely range, bullish probability, score, matches, and next-step guidance
✅ Memory Bias Score from -100 to +100 for fast data-window scanning
✅ Long Breakout Watch and Short Breakdown Watch markers for stronger memory skews
✅ Confirmed-bar only logic with no request.security() and no lookahead
✅ Capped projection-line arrays for stable long-chart performance
🔧 Settings
Squeeze Memory Lookback
Default: 252
Range: 50–2000
Description: Maximum number of mature prior squeeze events retained for similarity matching.
Similarity Match Count
Default: 10
Range: 3–50
Description: Number of closest historical squeeze events used to build the probability cone.
Cone Projection Bars
Default: 10
Range: 10–50
Description: Forward visual projection window. The statistical anchors are 1, 3, 5, and 10 bars.
BB Length / BB Multiplier
Default: 20 / 2.0
Range: Length 5–200, Multiplier 0.5–5.0
Description: Bollinger Band settings used to measure compression.
KC Length / KC Multiplier
Default: 20 / 1.5
Range: Length 5–200, Multiplier 0.5–5.0
Description: Keltner Channel settings used as the volatility envelope comparison.
ATR Length
Default: 14
Range: 2–200
Description: ATR input for the normalized volatility feature.
RSI Length
Default: 14
Range: 2–200
Description: RSI input for the momentum-position feature.
Volume MA Length
Default: 50
Range: 5–300
Description: Moving average baseline for the relative volume feature.
Similarity Weight: ATR / RSI / Volume
Default: 1.0 / 1.0 / 1.0
Range: 0.0–5.0
Description: Controls how strongly each feature influences the Euclidean distance score.
Bull Cone Color / Bear Cone Color
Default: Lime / Red
Range: Any TradingView color
Description: Sets the projection color based on whether the 10-bar median return is positive or negative.
Show Percentile Bands
Default: On
Range: On/Off
Description: Toggles the inner 25th/75th percentile and outer 10th/90th percentile cone paths.
Show Memory Dashboard
Default: On
Range: On/Off
Description: Displays the simplified readout so users do not need to interpret the full cone manually.
Median Edge Threshold %
Default: 0.20
Range: 0.05–5.0
Description: Minimum median 10-bar edge required before ASM can classify a strong directional watch.
Directional Probability Threshold %
Default: 55
Range: 50–80
Description: Minimum matched-outcome probability required before ASM classifies a strong long or short watch.
🔥 How It Works
1. Detect compression
• ASM compares Bollinger Band width against Keltner Channel width.
• A squeeze event fires only when compression begins on a confirmed bar.
2. Capture the squeeze fingerprint
• Each confirmed squeeze stores normalized ATR, RSI, and relative volume.
• Events are stored in flat parallel arrays for Pine v6 compatibility.
3. Let history mature naturally
• Forward returns are filled only after the 1st, 3rd, 5th, and 10th future bars have actually printed.
• No future data is read early, and no request.security() calls are used.
4. Match the current event to memory
• The current squeeze is compared against mature prior squeezes.
• Weighted Euclidean distance ranks the most similar historical events.
• The closest N matches form the statistical sample.
5. Convert the distribution into a simple read
• Long Breakout Watch appears when the median edge and bullish outcome probability both clear their thresholds.
• Short Breakdown Watch appears when the median edge and bearish outcome probability both clear their thresholds.
• Lean Long and Lean Short appear when the sample has directional skew but not enough strength for a full watch.
• Two-Way Volatility appears when the historical memory favors expansion but not a clean direction.
6. Project the probability cone
• ASM computes nearest-rank percentiles of the matched forward returns.
• Median, 25th/75th, and 10th/90th percentile paths are drawn forward from the current squeeze bar.
🎨 Visual Guide
• Solid path: median projected forward return
• Dashed paths: 25th and 75th percentile range
• Dotted paths: 10th and 90th percentile range
• Column plot: latest 10-bar median memory edge
• Dashboard: plain-English setup state, range, bullish probability, score, matches, and next-step guidance
• LONG / SHORT markers: stronger confirmed directional memory events
• Yellow marker: confirmed squeeze-memory event
📖 Best Used For
Adaptive Squeeze Memory is designed for traders who want context around volatility compression. It is especially useful for crypto, indices, liquid equities, and FX pairs where squeeze events repeat often enough to build a meaningful memory sample.
✅ Notes
• Pine Script v6 indicator
• Separate pane output
• Confirmed-bar only
• No external data
• No request.security()
• No lookahead
• No commercial/proprietary logic
⚠️ Limitations
ASM is a statistical context tool, not a prediction engine. Percentile cones summarize what similar prior squeezes did; they do not guarantee what the current squeeze will do. Early charts or rare symbols may have too few mature matches for a useful cone until enough events accumulate. Indicador
Foundry Range Ledger [JOAT]Foundry Range Ledger
Introduction
Foundry Range Ledger is an open-source range and auction-structure indicator that maps active supply, active demand, and the live auction corridor between them.
The script is built for traders who need to know where the market is being offered, where it is being defended, and whether price is rotating cleanly between those two points or breaking away from them.
Instead of relying on a large dashboard to explain everything, Foundry is designed so the main value is visible directly on the chart.
The indicator draws split supply and demand boxes, top and bottom rails, an equilibrium reference, an auction corridor, and candle-state coloring so the structure can be read without hunting through text.
The problem Foundry solves is range readability.
Many range indicators either mark too little and disappear once the first break occurs, or they mark too much and become unreadable.
Foundry focuses on a smaller number of cleaner, higher-visibility structures so the trader can immediately understand whether the market is boxed, rotating, absorbing, rejecting, or releasing through an active zone.
Core Concepts
1. Pivot-Derived Supply and Demand Seeding
Foundry begins with confirmed pivot highs and pivot lows.
Each confirmed pivot can seed a new zone.
If a new pivot forms close enough to the prior pivot of the same type, the zone is treated as a stronger cluster rather than as unrelated noise.
This lets the script represent repeated defense or repeated supply more clearly than a single-touch model.
2. Split-Zone Construction
Each zone is drawn as a body with two internal halves.
For supply, the upper half represents the more aggressive offer side and the lower half represents the response pocket below it.
For demand, the lower half represents the more aggressive bid side and the upper half represents the response pocket above it.
This creates a cleaner institutional-style visual than a single flat rectangle.
3. Top, Bottom, and Equilibrium Rails
Foundry does not leave the zone as only a filled box.
Each active zone has clear rails at its boundary and a dashed equilibrium line through its center.
These rails make it easier to judge exactly where price is entering, holding, or releasing from the zone.
4. Participation Inside the Zone
The indicator tracks directional participation inside the active zone.
Touches are counted only when price actually interacts with the zone.
Buy-side and sell-side participation are then compared to determine whether the zone is absorbing or rejecting.
This information drives both state text and the internal color emphasis of the split halves.
5. Auction Corridor Logic
When both an active supply zone and an active demand zone exist at the same time, Foundry calculates the live auction corridor between them.
That corridor is the space where price is rotating between opposing areas of interest.
The script highlights that corridor directly on the chart and adds an equilibrium reference so range traders can see where the market is most balanced.
6. Release and Post-Break Behavior
A zone is not immediately forgotten once price breaks it.
Foundry can keep released zones visible as post-break context, allowing the trader to study whether price is cleanly escaping or coming back to retest the released area.
This is important because the first break is often only part of the story.
The retest frequently matters more than the break itself.
7. Candle-State Coloring
Candles are recolored based on where price is interacting.
If price is trading inside active supply, the candles reflect offer pressure.
If price is trading inside active demand, the candles reflect bid pressure.
If price is rotating in the live corridor, the candles shift toward the neutral response color.
This creates immediate chart feedback without cluttered shapes.
Features
Confirmed supply and demand zones: Zones are seeded from confirmed pivots rather than unconfirmed intrabar motion
Cluster-aware strengthening: Repeated pivots near the same level strengthen the visual and informational quality of the zone
Split zone bodies: Each supply and demand box is divided internally for cleaner auction reading
Boundary rails and midpoint rail: Top, bottom, and equilibrium references remain visible directly on the chart
Auction corridor cloud: When both sides are active, the space between them is highlighted as a live range environment
Stateful release behavior: Broken zones can remain visible as post-break structure instead of vanishing instantly
Retest labels: Optional tags mark when price revisits released structure
Zone interaction candle coloring: Price bars reflect supply interaction, demand interaction, or corridor rotation state
Six-row dashboard: Only the highest-value summary fields remain, keeping the chart as the primary information surface
Confirmed-bar alerts: Alerts are available for releases, retests, active auction states, and balanced corridor conditions
Input Parameters
Range Construction:
Pivot Length: Number of bars required on each side to confirm a pivot
Cluster Tolerance ATR: Distance allowed between repeated pivots before they are treated as one stronger cluster
Zone Width ATR: ATR-scaled depth of each zone
Forward Extend Bars: Number of bars the active zone projects forward on the chart
Minimum Zone Age: Minimum number of bars before a break qualifies as a meaningful release
Context and Behavior:
Show Auction Cloud toggle
Keep Broken Zones toggle
Show Retest Tags toggle
Show Zone Labels toggle
Recolor Candles toggle
Broken Zone Fade Bars: Controls how long released zones remain visible when historical persistence is disabled
Break Body Quality and filter toggle: Prevents weak-body candles from being treated as high-quality releases
How to Use This Indicator
Step 1: Identify Whether Supply, Demand, or Both Are Active
If only supply is active, the market is currently capped from above.
If only demand is active, the market is currently supported from below.
If both are active, price is trading inside a live auction corridor.
That is the first and most important read.
Step 2: Read the Box Geometry, Not Just the Labels
The top and bottom rails define the actual interaction edges.
The dashed midpoint shows the local equilibrium of the zone.
When price enters the zone, watch where it spends time, where it rejects, and whether the candles recolor in the expected direction.
Step 3: Use the Corridor as a Rotation Map
When both zones are active, the space between demand top and supply bottom becomes the tradable balance corridor.
That space is where mean-reversion and auction-style logic are most relevant.
A clean release out of that corridor changes the context immediately.
Step 4: Watch Release Quality
Foundry does not treat every poke outside a zone as equally important.
Body quality can be used as a filter so weak noise does not count the same as committed expansion.
This helps reduce false structural releases.
Step 5: Retests Matter
A released zone that price retests cleanly can be more informative than the initial break itself.
Use the retest labels and the remaining zone structure to judge whether the prior range is truly being left behind or simply probed.
Indicator Limitations
Pivot-based zones confirm only after the pivot is complete, so the script will always favor non-repainting structure over earliest possible marking
If price trends strongly without forming relevant repeat pivots, the indicator may show fewer zones than a more aggressive retail-style detector
A zone is contextual, not predictive; price can ignore supply or demand completely when momentum is strong enough
Balanced corridor conditions do not guarantee rotation and can still resolve into directional continuation
The recolored candle state is contextual feedback, not an entry signal by itself
Originality Statement
Foundry Range Ledger is original in the way it combines pivot-seeded supply and demand bodies, split internal zone construction, visible auction corridor rendering, participation-aware state handling, and post-break structural persistence into one chart-first overlay.
The script is designed to make range structure visually readable, not to hide it behind a large panel or reduce it to generic rectangles.
Disclaimer
This indicator is provided for educational and informational purposes only.
It does not provide financial advice or trading recommendations.
Supply and demand zones can fail, release, or be ignored entirely by price.
Balanced ranges can break violently without warning.
Always use independent confirmation and risk management.
Indicador
Liquidity Delta Profiler [LuxAlgo]The Liquidity Delta Profiler indicator identifies major buy-side and sell-side liquidity levels and visualizes internal buyer/seller activity through volume delta-filled quadrants, providing a complete toolkit for analyzing liquidity sweeps and potential reversals.
🔶 USAGE
The indicator detects significant swing highs and lows to plot liquidity zones, representing areas where stop-loss orders or breakout orders are likely clustered.
🔹 Volume Delta Quadrants
Unlike standard liquidity indicators, this tool splits each zone into four horizontal quadrants. As price trades within these quadrants, the script calculates the volume delta (the difference between buying and selling pressure) for each specific section.
Buy Delta Fill : Indicates aggressive buyers were more active in that specific price slice.
Sell Delta Fill : Indicates aggressive sellers dominated that section.
Intensity : The color's opacity represents the relative magnitude of the volume delta compared to other sections of the zone.
🔹 Reversal Detection
The script includes an advanced detection system that identifies unusual volume patterns during liquidity sweeps. These signals are plotted as bubbles with hoverable tooltips:
ABS (Absorption) : Occurs when aggressive market orders at the extreme edge of a zone are absorbed by large limit orders in the opposite direction.
EXH (Exhaustion) : Occurs when a sweep happens on very low relative volume, suggesting no follow-through.
DIV (Divergence) : Identified when high volume pushes into the edge of a zone (FOMO) but price fails to close outside the level.
REJ (Snapback Rejection) : Triggered when a sweep candle shows high delta in the opposite direction of the sweep and closes back inside the zone.
🔹 Time-Based Performance Dashboard
To evaluate signal reliability, the indicator includes a real-time dashboard that tracks the historical performance of each reversal signal type using a time-based validation logic.
A "Win" is recorded if, within the Eval Window , the price reverses from the sweep and remains in profit (on the correct side of the signal entry) for a specific number of consecutive bars ( Hold Time ). This method filters for signals that generate sustained pressure rather than just temporary wicks.
🔹 Zone Decay (Health)
Active zones feature a "Health" percentage label. This tracks the cumulative volume traded within the zone relative to its capacity. As more volume is transacted at these levels, the liquidity is considered "consumed," and the percentage drops toward 0%.
🔶 DETAILS
The indicator utilizes a pivot-based detection system. When a swing high is confirmed, a Buy-Side Liquidity (BSL) zone is created; a swing low creates a Sell-Side Liquidity (SSL) zone.
The script includes "Filter Overlaps" logic to ensure chart clarity. If a new, more significant pivot forms within the range of an existing active zone, the tool can automatically update to the most relevant level, preventing the clutter of multiple overlapping boxes.
🔶 SETTINGS
🔹 Main
Pivot Length : Lookback/lookforward period for detecting swing highs and lows.
Max Zones per Type : Maximum number of active and historical zones to keep on the chart.
Show Swept Zones : Keeps zones visible with dashed outlines after they have been breached.
Filter Overlapping Zones : Prevents the creation of new zones that overlap with existing active zones.
🔹 Decay & Reversals
Show Zone Decay : Toggles the health percentage labels.
Zone Volume Capacity : Multiplier for average volume to determine how much volume a zone can absorb.
Enable Reversal Detection : Toggles the signal bubbles for reversal patterns.
🔹 Dashboard
Show Dashboard : Toggles the performance tracking table.
Eval Window (Bars) : The maximum number of bars the script waits for a reversal to manifest.
Hold Time (Bars) : The number of consecutive bars price must stay in profit to be considered a successful reversal.
Position/Size : Customizes the UI placement and scale of the dashboard.
🔹 Style
Colors : Customize colors for BSL/SSL outlines and the positive/negative volume delta fills. Indicador
VWAP DELTA🇬🇧 ENGLISH
VWAP DELTA is a Volume Weighted Average Price that uses delta volume magnitude as its weighting factor instead of total volume. Unlike a standard VWAP — where every bar contributes proportionally to its raw volume — VWAP DELTA gives more weight to bars where buyers or sellers clearly dominated, and less weight to bars where volume was balanced between both sides. The result is a price level that better reflects where the market agreed during high-conviction moves.
HOW IT WORKS:
Delta volume is estimated from each candle's shape by splitting volume between buyers and sellers using the high-low range. Bars that close near the high have high buy delta; bars that close near the low have high sell delta. The VWAP is then computed weighting each price by the absolute value of its delta, so only directional pressure counts.
COMPONENTS:
1. Delta Volume — Estimated as: Buy Vol = Volume × (Close − Low) / (High − Low), Sell Vol = Volume × (High − Close) / (High − Low). Delta = Buy Vol − Sell Vol.
2. VWAP Delta — Formula: Sum(HLC3 × |Delta|) / Sum(|Delta|), anchored and reset at each new period (Session, Week, Month, Quarter or Year).
3. Standard Deviation Bands — Delta-weighted variance bands above and below the VWAP Delta, showing price extension during high-conviction moves. Useful as dynamic support and resistance zones.
4. Dynamic Color — The line turns teal when cumulative session delta is positive (buyers dominating the strong moves) and red when negative (sellers dominating). At a glance you know which side has been more active in the meaningful bars of the session.
USE CASES:
• Confirm the direction of "active money" — price above VWAP Delta means high-conviction moves were bullish.
• Filter false signals — balanced-volume candles barely move the indicator, reducing noise.
• Spot divergences — price rising but VWAP Delta lagging or falling signals a rally with weak buying conviction.
• Intraday bias — color tells you who dominated the strong bars of the session without reading order flow tools.
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🇪🇸 ESPAÑOL
VWAP DELTA es un Precio Medio Ponderado por Volumen que usa la magnitud del volumen delta como factor de ponderación en lugar del volumen total. A diferencia del VWAP estándar — donde cada vela contribuye de forma proporcional a su volumen bruto — VWAP DELTA otorga más peso a las velas donde compradores o vendedores dominaron claramente, y menos peso a las velas donde el volumen estuvo equilibrado entre ambos lados. El resultado es un nivel de precio que refleja mejor dónde acordó el mercado durante los movimientos de alta convicción.
CÓMO FUNCIONA:
El volumen delta se estima a partir de la forma de cada vela dividiendo el volumen entre compradores y vendedores usando el rango high-low. Las velas que cierran cerca del máximo tienen alto delta comprador; las que cierran cerca del mínimo tienen alto delta vendedor. El VWAP se calcula ponderando cada precio por el valor absoluto de su delta, de modo que sólo cuenta la presión direccional.
COMPONENTES:
1. Volumen Delta — Estimado como: Vol Comprador = Volumen × (Close − Low) / (High − Low), Vol Vendedor = Volumen × (High − Close) / (High − Low). Delta = Vol Comprador − Vol Vendedor.
2. VWAP Delta — Fórmula: Sum(HLC3 × |Delta|) / Sum(|Delta|), anclado y reiniciado en cada nuevo período (Sesión, Semana, Mes, Trimestre o Año).
3. Bandas de Desviación Estándar — Bandas de varianza ponderada por delta por encima y por debajo del VWAP Delta, que muestran la extensión del precio durante movimientos de alta convicción. Útiles como zonas dinámicas de soporte y resistencia.
4. Color Dinámico — La línea se muestra en verde azulado cuando el delta neto de la sesión es positivo (compradores dominando los movimientos fuertes) y en rojo cuando es negativo (vendedores dominando). De un vistazo sabes qué lado ha sido más activo en las velas importantes de la sesión.
CASOS DE USO:
• Confirmar la dirección del "dinero activo" — precio por encima del VWAP Delta significa que los movimientos de alta convicción fueron alcistas.
• Filtrar señales falsas — las velas de volumen equilibrado apenas mueven el indicador, reduciendo el ruido.
• Detectar divergencias — precio subiendo pero VWAP Delta plano o bajando señala un rally sin convicción compradora real.
• Sesgo intradiario — el color indica quién dominó las velas importantes de la sesión sin necesidad de herramientas de order flow. Indicador
Structural Leg Profiler [LuxAlgo]The Structural Leg Profiler indicator is a comprehensive structural analysis tool that dynamically maps lower-timeframe volume distributions onto major market swings to reveal where the most significant trading activity occurs within a trend.
🔶 USAGE
The tool is designed to bridge the gap between traditional price action swings and order flow analysis. By using an ATR-based swing detection mechanism, the indicator automatically identifies structural "legs" (upward or downward price movements) and generates a detailed volume distribution profile for each one.
Users can leverage this tool to identify high-interest zones (Point of Control) and determine whether a move is supported by aggressive buying or selling volume through the Delta coloring mode.
🔹 Interpreting the Profiles
Each structural leg displays a volume profile across its duration, constructed from lower-timeframe data to ensure precision.
Volume Gradient Mode: Highlights nodes based on total activity. The colors transition from low-volume areas to high-volume nodes, with the Point of Control (POC) being the most prominent. Delta Mode: Colors the profile blocks based on the net difference between buying and selling volume. Bright green indicates heavy aggressive buying, while bright red indicates heavy aggressive selling. Summary Labels: Each leg includes a summary label showing the Total Leg Volume, the Net Delta, and the exact POC price.
🔹 Volume Anomalies
The script automatically detects and highlights candles with unusual volume spikes using dynamic "bubbles." This helps in identifying potential exhaustion points or strong breakout momentum.
Standard Bubbles: Indicate volume that is significantly above the 20-period average. Large Bubbles with Values: Indicate extreme volume spikes, with the exact volume printed inside the bubble for immediate context.
🔶 DETAILS
🔹 Untested POC Extensions
A core feature of this script is the "Naked POC" logic. When a structural leg is completed, its Point of Control is projected forward as a dashed line. These levels often act as high-probability support or resistance zones. The line continues to extend until price eventually "tests" or crosses it, at which point it automatically terminates to keep the chart clean.
🔹 Lower Timeframe Precision
Unlike standard profiles that use only chart-resolution data, this script utilizes
request.security_lower_tf
to pull granular data. This provides a much more accurate view of how volume was distributed within each leg compared to simple OHLC-based approximations.
🔶 SETTINGS
🔹 Swing Detection
ATR Period: The lookback period used to calculate volatility for swing detection. Swing Multiplier (ATR): Controls the sensitivity of the legs. Higher values capture major trends; lower values capture micro-swings.
🔹 Profile Settings
Max Profile Boxes: Defines the vertical resolution and maximum number of rows in the profiles. Profile Alignment: Determines where the volume bars are anchored (Left, Right, or Center) within the leg area. Show Volume Value: Toggles the visibility of numeric volume values inside the profile boxes. Extend Untested POCs: Enables the forward projection of POC lines until they are mitigated by price.
🔹 Volume Anomalies
Show Volume Bubbles: Toggles the volume anomaly visualization. Spike Threshold: The multiplier relative to the 20-period average volume that triggers an anomaly bubble.
🔹 Style & Colors
Box Color Mode: Choose between "Volume Gradient" (Total Volume focus) or "Delta" (Buy vs. Sell focus). Up/Down Leg Colors: Customizable color gradients for both bullish and bearish structural legs. Indicador
ORDER FLOW DASHBOARD [DOM, Tape, Big Contracts] Percentage Based
A compact, non-intrusive percentile order flow dashboard for futures scalping and intraday trading on /NQ, /MNQ, /ES, /MES and other CME instruments. Three panels, one glance.
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WHAT IS IT
Most order flow tools require expensive data feeds or dedicated platforms like Bookmap or Sierra Chart. This dashboard brings the core concepts of DOM pressure, tape reading and big contract detection directly onto your TradingView chart using bar structure and volume as proxies. It is designed to sit quietly in the corner of your chart, update in real time, and give you directional context without cluttering your price action.
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THE THREE PANELS
DOM Panel
Estimates bid vs ask pressure by splitting each bar's volume based on where price closed within the bar's range. A bar closing near its high suggests buying pressure — near the low suggests selling. Displays Buyers %, Sellers % and a Net Delta over your chosen lookback period. The dominant side lights up automatically.
Tape Panel
Estimates aggressive vs passive order flow. Bars closing in the upper half of their range are classified as aggressive buyers (market orders lifting the offer). Lower half = aggressive sellers (hitting the bid). Shows aggressive buy %, aggressive sell % and passive %. The leading side highlights.
Big Contracts Panel
Flags bars where total volume exceeds your threshold — a proxy for institutional or block trade activity. Each entry shows price, volume, direction (BID or ASK) and a New York exchange-time timestamp for chart cross-reference. Supports a lower detection timeframe — use 1 min detection on a 2 min chart for more granular results.
Confluence Signal
Combines DOM and Tape into a single directional read at the bottom of the Tape panel.
▲ BUYERS LEAD — both DOM and Tape show buyers in control. Strongest bullish signal.
▼ SELLERS LEAD — both DOM and Tape show sellers in control. Strongest bearish signal.
? DOM BULL / TAPE BEAR — conflicting signals. Potential absorption or reversal brewing.
? DOM BEAR / TAPE BULL — conflicting signals. Same as above but reversed.
BALANCED — neither side clearly dominant on either panel.
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DISPLAY MODES
Minimalistic Mode — strips all row background colors from DOM and Tape panels. Only text colors remain. Blends cleanly into any chart style or theme. Big Contracts panel keeps its colors for easy scanning.
Color Blind Friendly Mode — replaces red/green color scheme with blue/orange throughout the entire dashboard. One toggle in settings. Works alongside minimalistic mode.
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⚠ IMPORTANT — NOT REAL ORDER BOOK DATA
Pine Script does not have access to real Level 2 DOM data, true bid/ask volume splits or individual order sizes. Everything this dashboard shows is a bar structure approximation, not real order book data.
DOM proxy: buyVol = volume × (close − low) / (high − low)
Tape proxy: close position in range = aggressor classification
Big Contracts proxy: total bar volume spike — NOT individual order size
Use this dashboard as a confirming tool alongside price action. For true order flow data use Bookmap, Sierra Chart, Quantower or NinjaTrader with a proper CME data feed.
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HOW TO USE IT
Watch for confluence — when DOM and Tape both agree on a direction that is your strongest signal. A single panel reading alone is less reliable.
Use the Big Contracts panel to identify when institutional-sized volume hits. A cluster of big BID bars at a support level, combined with DOM buyers leading and tape aggressive buy dominant, is a classic accumulation pattern. The timestamp on each entry makes it easy to find the bar on your chart.
Watch the Net Delta — a rising price with falling net delta can signal a weakening move or absorption. A falling price with rising net delta may indicate buyers stepping in.
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RECOMMENDED SETTINGS BY TIMEFRAME
1 min — DOM: 8-10 bars | Tape: 5-8 bars | NQ: 1500-2000 | ES: 300-500
2 min — DOM: 5-8 bars | Tape: 4-6 bars | NQ: 2000-3000 | ES: 500-800
3 min — DOM: 5-6 bars | Tape: 4-5 bars | NQ: 2500-3500 | ES: 600-1000
5 min — DOM: 4-6 bars | Tape: 3-5 bars | NQ: 3000-5000 | ES: 800-1500
15 min — DOM: 3-5 bars | Tape: 3-4 bars | NQ: 5000-8000 | ES: 1500-3000
MNQ and MES: divide NQ/ES thresholds by 10.
Tip: set Big Contracts detection timeframe to 1 min when charting on 2 min.
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CUSTOMISATION
Every color, background, transparency and threshold is adjustable from settings.
General — show/hide dashboard, DOM + Tape panels, Big Contracts panel, confluence row, minimalistic mode, color blind mode, dashboard position, text size, background transparency, chart background tint, session filter.
DOM — lookback period, alert threshold, full color and background customization per row.
Tape — lookback period, alert threshold, full color and background customization per row.
Cumulative Delta — optional full-width row at bottom of dashboard, display as number only, bar chart only or both, daily reset time.
Big Contracts — volume threshold, extra large threshold, detection timeframe, max entries to display, daily reset time, full color customization.
Alerts — 8 individually toggleable alert conditions covering big contracts, DOM dominance, tape dominance and confluence signals.
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DESIGNED FOR
Futures scalpers and intraday traders who want order flow context without cluttering their chart or paying for a separate platform. Works on any instrument with volume data — optimized for CME futures.
Indicador
Adaptive Volume-Delta Score (VDS) | Order-Flow & DivergenceThe Adaptive Volume-Delta Score (VDS) is a technical analysis tool for the statistical classification of volume-delta activity. It utilizes an Adaptive-Switch Logic that toggles between historical bar reconstruction (request.security_lower_tf) and a real-time Rolling-Window Live-Tracker.
🛠 Core Functionality
1. The VDS Engine (Statistical Mapping)
Wick-Weighted Delta: The calculation is based on wick-weighting: (close-open)/range * volume. This weights the delta according to price displacement within the bar.
Symmetrical Mapping (-4.5 to 4.5): Raw values are statistically categorized via ta.percentrank and mapped onto a fixed scale.
+4.5 (100% Rank): The absolute maximum within the chosen lookback period.
+2.25 (75% Rank): Significant activity relative to the period.
0 (Median): The statistical midpoint (50% Rank).
-4.5 (0% Rank / Min.): The absolute floor of activity for the period.
Visualization Logic: This mapping is primarily used to plot volume activity and delta aggression within the same visual space, providing a consistent reference frame for comparing relative dominance.
Context Dependency: Signals are not absolute recommendations. The significance depends heavily on the Lookback Period, Thresholds, and the specific market environment.
2. Adaptive Logic & Data Integrity
Signal-Bridge: On lower timeframes (LTF), the indicator simulates the behavior of the Main Timeframe (Main-TF) using a rolling window. This allows for the observation of delta development while the bar is still forming.
🛡️ Integrity Dashboard: Visualizes the statistical consistency between live data and the historical baseline. Deviations (e.g., due to Pine Script's 5000-bar limit) are displayed transparently as warnings.
3. Dynamic Alert System
Automation: Alerts utilize the alert() function with the "Any function call" setting.
Intelligence: Messages are fully dynamic, reporting the mode (Live vs. History), signal type, safeguard status, and data integrity.
🚀 Quick Calibration Guide
Sensitivity: A longer Lookback Period stabilizes the statistics; a shorter period makes the score more reactive to short-term volume spikes.
Threshold Setup: Calibrate the Dominance Threshold (default 3.0) to isolate extreme aggression. Use the Volume Threshold to ensure a minimum level of market participation.
Visual Match: Activate the Price Chart Overlays and adjust your thresholds until the markers (Diamonds) correspond with your individual market interpretation.
Dashboard Check: Monitor the Confidence Score. If red warning values appear, consider adjusting your Lookback or Timeframe to maintain a stable statistical foundation.
🎨 Visual Guide: Understanding the Scale
Navy/Blue Columns: Standard activity within the selected statistical window.
Gray Columns: Phases below the Low Volume Threshold, indicating low relative market participation.
Lime/Fuchsia (Dominance): Occurs when volume and delta simultaneously exceed the defined thresholds (Aggression).
Olive/Maroon (Divergence): Period delta is positive/negative while price action is opposite (Decoupling/Absorption).
Diamonds: Optional projection of oscillator signals directly onto the candles in the price chart.
⚠️ Important Technical Notifications
The "Signal Bridge" (Rolling vs. Fixed Window):
HTF-Request Mode (Fixed): Measures delta starting from the candle open (e.g., 12:00 PM).
Live-Transfer Mode (Rolling): Analyzes a sliding window (e.g., the last 120 minutes). This provides a Lead-Time Advantage, detecting aggression as it happens regardless of the HTF clock. Both modes converge at the HTF bar close.
Data Integrity & Anomalies:
Session Gaps: High Main-TFs (like D1) can be affected by irregular session hours (e.g., Forex Sunday). Always monitor the Confidence Score (🛡️).
Replay Mode:
Displays "No Stat. Control" if historical LTF data is unavailable. We prioritize data honesty over estimated data.
🔔 How to set Alerts (Smart Signals)
Preparation: Open the VDS settings. Under "Alert Settings", choose which signals should trigger: Dominance, Divergence, or both.
Condition: Select "Adaptive Volume-Delta Score...".
Trigger Logic: Change setting to "Any alert() function call".
Frequency: Managed by the script (once_per_bar_close) to ensure statistical honesty.
Timeframe Choice: Use the Main-TF for final confirmed signals, or a Lower-Timeframe for Live-Tracker early warnings.
📊 Statistical Transparency (Data Window)
Raw metrics are displayed exclusively in the TradingView Data Window to keep the chart clean:
Runtime-Safe LTF: The analysis interval currently in use.
Max Safe Lookback: The mathematical limit for your current setup (5,000-bar ceiling).
Active Bar Limit: The actual usable data foundation.
Converted Sum of LTF Request Bars: The historical baseline used as an anchor for the Live-Tracker.
Relative Live-Data Size: Numerical basis of the Confidence Score (100% = Perfect Integrity).
Overall Requested Bars: Total data points analyzed within your Lookback Period. Indicador
MTF Right now [Zofesu]MTF Right now - MTF Delta + Volume Ratio + 9-state Verdict table. See what the higher timeframe is doing — right now.
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📊 MTF Right now — Delta · Trend · Volume Ratio · Verdict
MTF Right now is a multi-timeframe analysis table that reads three independent data streams from any higher timeframe — volume delta, HMA trend direction, and volume ratio — and combines them into a single actionable verdict. The goal is simple: remove the guesswork of manually reading a higher timeframe chart while you are managing a trade on a lower one.
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01 — What problem does this solve?
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Most traders switch between timeframes manually to check trend context. This takes time, breaks focus, and introduces interpretation errors. MTF Right now pulls the key data from your selected higher timeframe and displays it in a compact table directly on your chart — updated in real time on every bar.
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02 — How it works
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The indicator calculates three values from the selected higher timeframe:
1. DELTA — Net buying vs selling pressure per candle.
Where footprint data is available (supported brokers), the indicator uses real order flow delta via request.footprint(). On standard data feeds, it falls back to the Elder CTI formula: Volume × (2 × Close − High − Low) / (High − Low). The fallback ensures the indicator works on any symbol and broker.
2. TREND — Direction of the HMA (Hull Moving Average) applied to delta.
HMA = WMA(2 × WMA(delta, n/2) − WMA(delta, n), √n)
This smooths delta noise without the lag of a standard EMA. When HMA is rising, delta momentum is bullish. When falling, it is bearish.
3. VOLUME RATIO — Where the close settled within the high-low range of the candle (0–100%).
Formula: (Close − Low) / (High − Low) × 100
Above 60% means buyers controlled the close. Below 40% means sellers controlled it. The indicator averages this over the last N candles for a stable read.
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03 — The Verdict system
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The three inputs feed a 9-state verdict engine. Each state is a combination of delta direction, price direction, and volume ratio:
BULL CONFIRMED — Delta up, price up, close near high. Full alignment. Safe long context.
BEAR CONFIRMED — Delta down, price down, close near low. Full alignment. Safe short context.
STRONG SUPPORT — Delta up but price falling. Buyers are absorbing sell pressure. Support holding.
WEAK SUPPORT — Delta up but close near low. Absorption present but close is struggling.
STRONG RESIST. — Delta down but price rising. Sellers distributing into strength. Resistance holding.
WEAK RESIST. — Delta down but close near high. Distribution present but close is holding up.
FADING BULLS — Delta and price up but close weak. Momentum losing conviction.
FADING BEARS — Delta and price down but close strong. Selling pressure fading.
NEUTRAL — No dominant condition detected.
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04 — Table layout
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The table has 2 columns and 5 rows:
Row 0 │ TF: │ Pure Delta
Row 1 │ State │ Delta value
Row 2 │ Trend ▲/▼/▬ │ —
Row 3 │ Verdict │ Vol: XX%
Row 4 │ Delta▲/▼ Price▲/▼ │ Up / Down / S Hold / R Hold
All values are sourced from the selected higher timeframe only. The chart timeframe does not affect the calculations.
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05 — How to use
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Step 1 — Set your target timeframe in Core Settings. Default is Daily.
If you trade on H1, set the MTF to H4 or Daily.
If you trade on M15, set it to H1 or H4.
Step 2 — Read the Verdict row first. It tells you the current higher timeframe context in one word.
Step 3 — Confirm with the State and Trend rows.
BULL CONFIRMED + Trend ▲ = strong long context.
BEAR CONFIRMED + Trend ▼ = strong short context.
Any FADING or WEAK state = wait, do not enter.
Step 4 — Use Vol % as a secondary filter.
Above 60% = buyers controlled the last N candles.
Below 40% = sellers controlled them.
Between 40–60% = no dominant side, treat as noise.
Step 5 — Set alerts for BULL CONFIRMED, BEAR CONFIRMED, STRONG SUPPORT, or STRONG RESIST. to get notified when the higher timeframe shifts without watching the screen.
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06 — Parameters
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Target Timeframe (MTF) — Higher timeframe to analyze. Default: D (Daily).
Trend Smoothing (HMA Length) — HMA period for delta trend. Default: 8. Lower = more reactive.
Volume Ratio Length — Number of MTF candles for average volume ratio. Default: 8.
Table Position — Place the table anywhere on the chart.
Text Size — Small / Normal / Large.
Background Opacity — 0 = fully transparent, 100 = fully opaque.
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07 — Alerts
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Bull Confirmed — Higher TF verdict is BULL CONFIRMED.
Bear Confirmed — Higher TF verdict is BEAR CONFIRMED.
Strong Support — Higher TF verdict is STRONG SUPPORT.
Strong Resistance — Higher TF verdict is STRONG RESIST.
Indicador
Cumulative Volume Delta Flow [AGPro Series]Cumulative Volume Delta Flow
🔹 **Overview**
Cumulative Volume Delta Flow is a hybrid CVD engine designed to expose order-flow imbalances without requiring footprint charts or exchange-native buy/sell data. It reconstructs cumulative delta using lower-timeframe breakdown when available, with intrabar polarity as a universal fallback — making it work on every symbol and every timeframe. On top of this engine, a triple-layer divergence detector identifies Regular, Hidden, and statistical Exhaustion signals, and every signal is scored by its own statistical strength with a ★/★★/★★★ rating system printed directly on the label.
The indicator is built for traders who want smart-money context at a glance: when buyers are absorbing, when a rally is losing real participation, and when a climactic flush is likely to reverse — with an immediate visual cue of how strong each signal is relative to the recent flow regime.
🔹 **Unique Edge**
Most CVD indicators are single-mode: either they plot cumulative delta, or they call a Regular divergence. This script combines four layers that rarely appear together in one tool:
- Hybrid engine with transparent fallback (no silent failure on high TFs)
- Exhaustion detection based on standard-deviation of CVD change, not price — catches reversals that price-only divergence misses
- Per-signal ★/★★/★★★ strength rating using type-specific statistical metrics (pivot-gap σ for Regular/Hidden, change σ for Exhaustion), so traders instantly know which signals deserve attention
- Optional reaction zones anchored at flow-driven pivots, behaving as dynamic support/resistance born from real participation events rather than pure price structure
🔹 **Methodology**
- The engine computes two parallel delta streams every bar: an intrabar polarity stream (weighted by wick balance for neutral/doji candles) and a lower-timeframe stream that iterates sub-bars and signs each by its close-vs-open direction
- In Hybrid mode, the LTF stream is preferred when it yields a non-zero value; the intrabar stream is used as fallback so the indicator never goes blank on exotic tickers or high timeframes
- A session/daily/weekly reset prevents long-run drift and keeps the cumulative counter meaningful across regime changes
- Pivots are detected on both price and CVD with a shared lookback window; the last two price pivots and their paired CVD values are tested for all four classical divergence relationships
- Exhaustion is a separate statistical trigger: the single-bar CVD change is compared against a 50-bar standard deviation; a σ breach in the direction opposite to the candle body is flagged as climactic absorption
- Each divergence label is rated with stars based on its type: Regular and Hidden use the CVD-pivot gap normalized by 50-bar CVD level stdev (how far apart the two flow pivots are), while Exhaustion uses the σ multiple of the current CVD change (how extreme the climactic event is)
- A cooldown window suppresses signal clustering in chop, and labels are offset by ATR-scaled distance with a leader line so they never collide with candles
🔹 **Signals & Alerts**
On-chart labels with star rating:
- Reg Bull / Reg Bear ★-★★★ — classical reversal divergence (price exhausts, flow refuses)
- Hid Bull / Hid Bear ★-★★★ — continuation divergence (pullback inside an active trend)
- Exh Bull / Exh Bear ★-★★★ — statistical flow climax above the σ threshold
Star thresholds for Regular/Hidden: ★★★ ≥ 2.0σ gap, ★★ ≥ 1.0σ gap, ★ < 1.0σ.
Star thresholds for Exhaustion: ★★★ ≥ 3.0σ, ★★ ≥ 2.0σ, ★ < 2.0σ (minimum trigger is 1.75σ).
Each signal carries its own color code and a leader line connecting the label back to the source candle for fast visual reading. Six discrete alertcondition slots are exposed plus three proactive alert() calls grouped by divergence family, so traders can route regular, hidden, and exhaustion signals to different channels.
🔹 **Key Inputs**
- Calculation Method: Hybrid, LTF Only, or Intrabar Only
- LTF Resolution: Auto (adaptive by chart TF) or fixed 1 / 3 / 5 / 15m
- CVD Reset: Session, Daily, Weekly, or None
- Pivot Length: 2–15 bars
- Toggles for Regular / Hidden / Exhaustion layers independently
- Exhaustion Threshold (σ): 1.0–4.0, default 1.75
- Min Bars Between Signals: anti-clustering cooldown (default 15)
- Reaction Zones: optional, with ATR width, extend length, and max active cap
- Label Size + Label Offset (ATR) for visual tuning
- Info Panel: 5 positions, 4 text sizes, full hide toggle
🔹 **How to Use**
- On the 4H timeframe, run the defaults on liquid instruments: BTCUSDT, ETHUSDT, SPX, ES, major FX pairs
- Treat ★★★ signals as the highest-priority reads of the chart — these are statistical outliers
- Treat ★★ signals as the normal tradeable population — the bulk of decision-making happens here
- Treat ★ signals as background context — use them for bias confirmation, not as primary entries
- Regular divergences are reversal warnings at structural highs/lows; they are most reliable when aligned with a key horizontal level or trendline
- Hidden divergences are trend-continuation entries during pullbacks inside a confirmed trend
- Exhaustion signals mark participation climaxes and often coincide with short-term reversals even when no classical pivot has formed yet
- Check the Info Panel's Last Signal row for the most recent event type and its star rating without scanning the chart
- Enable Reaction Zones when you want persistent S/R context from flow events; keep them off for minimal, label-only use
- Consider combining with a structure tool from the AGPro Series (SFP, Breaker, Unicorn) for confluence
🔹 **Info Panel**
The compact info panel on the chart surfaces seven live metrics: the current cumulative CVD value, the CVD trend classification (Up/Down/Flat based on price relative to its own EMA 21), the last signal's full name and star rating in color, the rolling divergence count over the last 200 bars (Bull / Bear), and the bar-age of the most recent bullish and bearish events. This gives a full situational snapshot without scrolling.
🔹 **Limitations & Transparency**
- CVD from intrabar polarity is an approximation, not true tick-level order flow. Exchange-native buy/sell volume is only available through footprint data
- On very high timeframes (Daily+), LTF breakdown may return partial data; Hybrid mode is recommended
- Divergence signals appear only after both pivot legs are confirmed; the second pivot needs `pivotLen` bars of right-side confirmation, so signals print with that lag
- Exhaustion requires at least 50 bars of CVD history for the standard-deviation baseline
- Star ratings are statistical descriptors of signal strength relative to recent flow, not trade-quality guarantees
- Past performance of any divergence pattern does not guarantee future results; this tool surfaces probabilistic context, not guaranteed reversals
🔹 **Risk Disclosure**
This indicator is an analytical framework, not a trading system or financial advice. Signals are technical observations intended to support decision-making; they do not account for fundamentals, news, liquidity, or your risk tolerance. Always use proper position sizing, stop-loss placement, and risk management. Test the tool on historical data and in a simulated environment before deploying it on live capital. Trading carries risk of substantial loss. Indicador
Delta Pressure Gauge [JOAT]Delta Pressure Gauge
Introduction
Delta Pressure Gauge is a pane-based oscillator that constructs a volume-weighted directional wave from bar-by-bar delta estimation, normalized using a rolling maximum to ensure consistent scaling across all instruments and timeframes. The oscillator measures the pressure imbalance between buying volume and selling volume, smoothed into a wave that reveals accumulation and distribution phases with high visual clarity. The indicator includes a money flow pressure line, a cumulative windowed delta cloud, divergence detection, and crossover signal dots.
Traditional volume indicators — OBV, CMF, MFI — measure volume flows using raw or price-weighted calculations that are difficult to compare across instruments or timeframes because their absolute values depend on the asset's volume profile. Delta Pressure Gauge normalizes everything to a -1 to +1 scale using a rolling maximum, producing readings that are immediately interpretable regardless of whether the asset trades 100 shares or 100 million. The wave design provides a visual rhythm that makes accumulation and distribution phases recognizable at a glance.
Core Concepts
1. Body-Quality Weighted Bar Delta
Each bar contributes a delta value based on direction (bullish = +volume, bearish = -volume) multiplied by the bar's body quality ratio (body size divided by total range). A full-body bar contributes 100% of its volume to delta. A doji bar with no body contributes 0%. This filtering reduces the noise contribution of indecision bars that add volume without directional information.
body_qual = math.abs(close - open) / math.max(high - low, syminfo.mintick)
bar_delta = bar_dir * volume * body_qual
2. Rolling Maximum Normalization
The raw wave EMA is normalized by dividing by the rolling maximum absolute value over the normalization window. Unlike percentile-based normalization, rolling maximum works reliably from the first bar, requires no minimum warmup period, and produces values that are always within the -1 to +1 range:
norm_ref = ta.highest(math.abs(raw_wave), i_norm)
wt1 = raw_wave / math.max(nz(norm_ref, 1.0), 1.0)
3. Windowed Cumulative Delta
Rather than using an all-time cumulative delta (which grows without bound and becomes dominated by early bars), the cumulative component uses a 30-bar rolling sum. This produces a medium-term delta bias that reflects the recent directional commitment of volume participants.
4. Money Flow Pressure Line
A separate money flow calculation weights volume by the ratio of price movement to range: (close - open) / range × volume. This captures the efficiency of price movement relative to its volume cost — high-momentum bars have larger weights than range-bound bars.
5. Divergence Detection
Bullish divergence is detected when the delta wave makes a higher low while price makes a lower low. Bearish divergence is the mirror. Detection uses confirmed pivot points on the wave with persistent previous-pivot storage, avoiding any ta.valuewhen type compatibility issues. Divergence lines are rendered directly on the oscillator pane.
Features
Wave Oscillator: Gradient area fill between wave and zero, color-coded by direction and intensity
Signal Line: Smoothed signal with direction-colored rendering
Histogram: Four-state colored momentum bars showing wave-signal separation and its rate of change
Crossover Dots: Large circles with glow rings at every wave/signal crossover
Zero-Line Cross Dots: Small markers when wave crosses the zero line
Overbought/Oversold Extreme Dots: Markers at extreme readings
Divergence Triangles and Lines: Yellow markers and connecting lines when divergence is detected
Cumulative Delta Cloud: Area fill showing 30-bar rolling delta direction
Money Flow Line: Purple secondary line for cross-confirmation
Volume Surge Markers: Cross markers when volume exceeds 2x average
12-Row Dashboard: Pressure state, wave values, histogram, signals, cumulative delta, money flow, volume ratio, divergence state
Input Parameters
Wave Channel Length: Fast EMA for wave construction (default: 10)
Wave Average Length: Signal line smoothing period (default: 21)
Rolling Norm Window: Window for rolling maximum normalization (default: 100)
Overbought/Oversold levels: Four configurable threshold lines
Divergence pivot lookback settings
How to Use This Indicator
Crossover Dots as Momentum Shifts
When the wave crosses above the signal line (green dot), buying pressure is accelerating relative to the smoothed baseline. This confirms a momentum pickup. The opposite for bearish crosses. These signals are strongest when they occur near or below the oversold line.
Zero-Line Confirmation
The wave crossing zero from below indicates that aggregate buying pressure over the wave window has turned net positive. This is a regime confirmation, not an entry signal in isolation, but it supports bullish bias when aligned with price structure.
Divergence at Extremes
Divergence is most meaningful when the wave is at or near an overbought or oversold extreme. A bullish divergence from the oversold zone (yellow triangle pointing up) suggests the distribution of buying pressure is shifting despite continued price weakness.
Cumulative Delta Direction
The blue-purple cloud shows whether the 30-bar rolling delta is net positive or negative. When the wave crosses bullishly and the cumulative delta is also positive, both the momentum and the persistent pressure agree.
Limitations
This indicator uses close-open direction to estimate bar delta. True bid-ask volume data (available only through specialized data providers) would be more precise. On instruments with significant wick activity (doji bars), this estimation introduces noise
Normalization by rolling maximum means a single extreme bar sets the scale for the entire norm window. One unusually large volume bar will compress all surrounding readings
Divergence detection requires enough bars for pivot confirmation. The pivot right-side lookback introduces a lag in divergence signals
This indicator measures volume pressure proxies, not actual institutional activity. Large volume does not always reflect institutional intent
Originality Statement
The body-quality weighting applied before delta smoothing is a deliberate design choice that reduces doji noise in a way that raw-volume or typical-price approaches do not. The rolling maximum normalization (rather than percentile or z-score) was chosen specifically because it operates reliably from the first bar without a warmup cliff, making the indicator immediately usable on limited datasets. The combination of a wave oscillator, cumulative delta cloud, and money flow line on a single pane provides three independent perspectives on the same underlying volume pressure question.
Disclaimer
This indicator is for educational and informational purposes only. Volume pressure readings are estimates derived from OHLCV data. They do not represent actual order flow or institutional positioning. Past divergence patterns do not predict future price reactions. Always apply appropriate risk management.
-Made with passion by officialjackofalltrades
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Stacked Imbalance Zones [BOSWaves]Stacked Imbalance Zones - Volume-Filtered Order Flow Detection with Delta-Adaptive Zone Visualization
Overview
Stacked Imbalance Zones is an order flow-based supply and demand identification system that detects consecutive dominant directional bars to construct high-conviction imbalance zones, where zone structure, visualization, and delta ribbon behavior dynamically adapt to reflect real-time buying and selling pressure within each identified region.
Instead of relying on arbitrary price pattern recognition or fixed pivot-based levels, zone formation, mitigation logic, and delta behavior are determined through volume-filtered bar dominance analysis, stacked run detection, and order flow measurement within confirmed zone boundaries.
This creates supply and demand regions that reflect genuine order flow imbalances rather than geometric price formations - forming only when multiple consecutive dominant bars satisfy volume thresholds, updating continuously with internal delta ribbon readings that reveal whether order flow within the zone is being absorbed or reinforced, and invalidating automatically when price demonstrates sufficient mitigation through configurable breach conditions.
Price is therefore evaluated against zones that represent actual market participant activity rather than theoretical support and resistance constructs.
Conceptual Framework
Stacked Imbalance Zones is founded on the principle that meaningful supply and demand regions emerge when consecutive bars exhibit dominant directional order flow above volume significance thresholds, rather than through isolated candle pattern matching or arbitrary pivot identification.
Traditional order block and supply/demand methodologies identify structural zones through single candle formations or price swing pivots, which frequently disregard the underlying volume conviction and directional persistence that distinguishes genuine institutional activity from noise. This framework replaces pattern-matching logic with stacked dominance detection informed by actual volume participation and bar-by-bar flow measurement.
Three core principles guide the design:
Zone formation should require consecutive dominant bars satisfying volume filter conditions, not isolated candle patterns.
Zone visualization must reflect internal order flow through delta ribbon dynamics, revealing absorption and continuation states.
Zone invalidation should respond to configurable mitigation conditions, distinguishing between tested and genuinely mitigated regions.
This shifts supply and demand analysis from static pattern identification into volume-anchored imbalance detection informed by measurable order flow evidence.
Theoretical Foundation
The indicator combines bar dominance ratio measurement, volume significance filtering, stacked run accumulation, and delta normalization.
Bar dominance is derived from the close position within the bar range, providing directional conviction measurement independent of candle color alone. Volume filtering against a Simple Moving Average baseline ensures only bars with sufficient participation contribute to zone formation. Stacked run tracking accumulates consecutive qualifying bars, capturing the multi-bar imbalance clusters that indicate genuine order flow concentration. Delta normalization converts raw volume flow into scaled readings that drive the internal ribbon visualization within each zone.
Four internal systems operate in tandem:
Bar Flow Measurement Engine : Calculates buy and sell dominance ratios from close positioning within the high-low range, providing directional bias measurement for each bar.
Volume Significance Filter : Compares bar volume against a rolling SMA baseline scaled by a configurable multiplier, qualifying only bars with meaningful participation.
Stacked Run Detection System : Tracks consecutive qualifying dominant bars, accumulating zone boundaries, total volume, and average dominance ratios across the run.
Delta Ribbon Visualization : Applies smoothed and scaled normalized delta readings within zone boundaries, producing a continuously updating order flow display inside each active zone.
This design allows detected zones to represent genuine imbalance conditions rather than mechanically responding to price formations.
How It Works
Stacked Imbalance Zones evaluates price through a sequence of order flow-aware processes:
Dominance Ratio Calculation : Buy ratio is derived from (close - low) / (high - low) and sell ratio from its inverse, providing bar-level directional conviction measurement.
Volume Filter Application : Bar volume is compared against the SMA baseline multiplied by the configured factor; bars failing this threshold do not qualify for zone formation.
Dominance Threshold Testing : Buy or sell ratio exceeding the configured dominance threshold on a volume-qualified bar classifies that bar as directionally dominant.
Stacked Run Accumulation : Consecutive dominant bars of matching direction are accumulated, tracking zone boundary expansion, cumulative volume, and average dominance across the run.
Zone Firing on Run Break : When a qualifying run ends through a non-dominant or opposite-dominant bar, the accumulated zone is committed with full metrics captured at break time.
Overlap Handling : Configurable overlap detection removes older same-direction zones that overlap with newly formed zones, preserving the most recent imbalance representation.
Delta Ribbon Update : On each bar within an active zone's lifespan, smoothed normalized delta updates the internal ribbon position, reflecting evolving order flow conditions.
Gradient Zone Rendering : Zones are drawn with configurable gradient layer fills, accent boundary lines, dashed midlines, and extended projections reflecting the zone's price range.
Mitigation Detection : On each confirmed bar, close is tested against the mitigation level - either the absolute zone boundary or the zone midpoint - triggering zone removal upon breach.
Zone Cap Management : Maximum zone count per side is enforced by removing the oldest zones when capacity is exceeded, maintaining a focused active zone set.
Together, these elements form a continuously updating imbalance map anchored in volume-confirmed order flow evidence.
Interpretation
Stacked Imbalance Zones should be interpreted as volume-confirmed order flow imbalance regions with internal flow monitoring:
Demand Zones (Green) : Formed by consecutive buy-dominant, volume-qualified bars, representing price regions where buying pressure was concentrated and stacked.
Supply Zones (Red) : Formed by consecutive sell-dominant, volume-qualified bars, representing price regions where selling pressure was concentrated and stacked.
Zone Body : The full height of the zone spans the aggregated price range of all contributing bars in the dominant run, from minimum to maximum body boundary.
Zone Midline : Dashed horizontal line at the zone average price, providing a reference for the Middle mitigation mode and partial reaction levels.
Gradient Fill : Multi-layer gradient visualization inside each zone provides depth cues, with configurable layer count for smoother or more distinct appearance.
Delta Ribbon : Vertical line series drawn from the zone average upward or downward reflects normalized delta readings, indicating whether order flow within the zone is currently buy or sell dominant.
Ribbon Edge Line : Optional connecting line traces the delta ribbon tip across bars, providing a continuous order flow trajectory within the zone boundary.
Accent Lines : High-opacity boundary lines emphasize the primary zone edge - bottom for demand zones, top for supply zones - marking the most significant flow concentration level.
Metrics Label : Extended zone displays the average buy or sell dominance percentage across all constituent bars, quantifying the imbalance strength.
Zone Extension : Right-side projection carries the zone forward in time, maintaining active visual reference until mitigation occurs.
Zone stack count, volume totals, and delta ribbon dynamics outweigh isolated price reactions at zone boundaries.
Signal Logic & Visual Cues
Stacked Imbalance Zones presents two primary zone types with continuous internal state monitoring:
Demand Zone Formation : Green zone appears when a buy-dominant stacked run of qualifying length concludes, identifying a region of concentrated buying activity available for future reference.
Supply Zone Formation : Red zone appears when a sell-dominant stacked run of qualifying length concludes, identifying a region of concentrated selling activity for directional context.
Delta ribbon dynamics within active zones provide secondary monitoring, revealing whether subsequent order flow is reinforcing or undermining the original imbalance condition.
Alert generation covers new demand stack formation and new supply stack formation for systematic zone-based monitoring workflows.
Strategy Integration
Stacked Imbalance Zones fits within order flow-informed and institutional level-based trading approaches:
Zone-Based Entry Framing : Use demand and supply zones as directional reference regions, entering on price interaction with confirmed imbalance levels rather than arbitrary support/resistance.
Delta-Confirmed Reactions : Monitor delta ribbon behavior as price approaches zones; ribbon maintaining original direction during retest suggests continued order flow alignment.
Stack Count Conviction Weighting : Assign higher confidence to zones formed from longer dominant runs, as greater consecutive bar participation reflects stronger imbalance concentration.
Volume Relevance Comparison : Use the internal relevance scoring, which weights zones by their volume contribution relative to total active zone volume, to prioritize higher-participation regions.
Mitigation Mode Selection : Apply Absolute mitigation for stricter zone validation requiring full boundary breach; apply Middle mitigation for earlier invalidation when price penetrates the zone midpoint.
Multi-Timeframe Zone Hierarchy : Apply higher-timeframe stacked imbalance zones as directional context filters while using lower-timeframe zones for entry precision.
Technical Implementation Details
Core Engine : Bar dominance ratio from close positioning within high-low range
Volume Filter : SMA baseline with configurable multiplier for participation significance
Run Detection : Consecutive dominant bar accumulation with boundary and volume tracking
Delta System : Normalized delta with EMA smoothing and configurable reactivity scaling
Zone Storage : Custom type arrays managing zone data and draw objects independently
Visualization : Gradient-layered boxes with accent lines, midlines, and delta ribbon line series
Mitigation Logic : Confirmed-bar close testing against absolute boundary or zone midpoint
Performance Profile : Optimized for real-time execution with configurable zone caps managing object count
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Intraday imbalance detection for scalping with responsive volume and dominance settings
15 - 60 min : Session-level supply and demand identification with balanced stack requirements
4H - Daily : Swing-level institutional zone mapping with sustained stack accumulation
Suggested Baseline Configuration:
Dominance Threshold : 0.62
Min Stack Count : 1
Volume Filter (×SMA) : 0.7
Volume SMA Length : 66
Zones Per Side : 4
Mitigation : Absolute
Hide Overlap : Enabled
Zone Extension : 40
Show Delta Ribbon : Enabled
Ribbon Height : 0.4
Ribbon Smoothing : 0.92
Gradient Layers : 4
These suggested parameters should be used as a baseline; their effectiveness depends on the instrument's volatility characteristics, volume behavior, and preferred zone frequency, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Too many zones forming : Increase Dominance Threshold to demand stronger bar-level conviction or increase Min Stack Count to require longer consecutive runs.
Zones not forming frequently enough : Decrease Dominance Threshold toward 0.55 for more inclusive bar qualification or reduce the Volume Filter multiplier.
Volume filter too restrictive : Reduce Volume Filter multiplier toward 0.3 to allow lower-volume bars to qualify, or increase Volume SMA Length to smooth the baseline.
Zone boundaries too wide : Reduce Min Stack Count to capture tighter, shorter-run imbalances with a more concentrated price range.
Delta ribbon too reactive : Increase Ribbon Smoothing toward 0.99 for a calmer ribbon response or decrease Ribbon Reactivity to reduce sensitivity to individual bar delta swings.
Delta ribbon too slow : Decrease Ribbon Smoothing toward 0.5 or increase Ribbon Reactivity for faster adaptation to changing order flow within the zone.
Too many zones overlapping : Enable Hide Overlap to automatically remove older overlapping same-direction zones, or reduce Zones Per Side to limit active zone count.
Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions.
Performance Characteristics
High Effectiveness:
Trending markets where stacked imbalance zones align with impulse direction and serve as pullback reference levels
Instruments with consistent volume participation where the SMA filter accurately distinguishes significant from insignificant bars
Order flow continuation strategies entering on price retests of confirmed imbalance zones
Session-open and momentum phase analysis where imbalance clustering identifies institutional interest levels
Reduced Effectiveness:
Choppy, low-volume environments where bar dominance thresholds are breached inconsistently without sustained stacking
Extremely thin-market conditions where volume SMA baselines become unreliable for significance filtering
News-driven spike events where imbalances form and immediately mitigate within the same session
Markets with irregular volume distribution where the SMA filter loses discriminative power across sessions
Consolidation and sideways conditions where zones form frequently but lack the directional follow-through that validates their structural significance
Integration Guidelines
Confluence : Combine with BOSWaves momentum tools, structure analysis, or multi-timeframe trend indicators for layered confirmation
Delta Respect : Monitor delta ribbon direction and magnitude as price approaches zones; aligned ribbon suggests reinforced imbalance, opposed ribbon indicates potential absorption
Stack Conviction : Favor zones formed from higher stack counts and greater total volume for primary reference levels
Mitigation Discipline : Respect mitigation events as genuine zone invalidation rather than treating mitigated levels as persistent support or resistance
Zone Freshness Awareness : Recent zones carry higher relevance than older formations; prioritize zones formed within current session or momentum phase context
Disclaimer
Stacked Imbalance Zones is a professional-grade order flow and supply/demand analysis tool. It uses volume-filtered bar dominance detection with stacked run identification but does not predict future price movements. Results depend on market conditions, instrument volume characteristics, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates momentum context, trend structure, and comprehensive risk management. Indicador
Focus Bars [Kioseff Trading]Hello Traders!
🔹 Focus Bars
Focus Bars is a lower-timeframe reconstruction tool designed to break each candle into a price-based internal structure .
Instead of viewing a bar as a single OHLC print, this tool redistributes intrabar participation across price levels, showing where activity, delta, and directional pressure concentrated inside the bar itself .
Think of it as a way to look inside the candle .
intrabar participation distributed by price level
buy vs sell pressure mapped inside each bar
delta-driven visualization of internal structure
volume-based or delta-based profile sizing
stacked recent bars for direct comparison
lower timeframe reconstruction of candle internals (up to 1 tick)
🔹 What the tool shows
🔸 Focus Bar Structure
Each visible bar is reconstructed using lower timeframe data and divided into configurable price rows.
This allows the script to build an internal map of activity inside the candle, showing how participation distributed throughout its range.
This helps reveal:
where activity concentrated inside the bar
which price regions attracted the most interaction
how the bar built from low to high
🔸 Directional participation
The script estimates directional pressure using lower timeframe price movement and distributes that pressure across the bar’s traded range.
This allows you to observe:
where buying pressure was strongest
where selling pressure dominated
how directional activity distributed through the candle
Instead of treating the candle as one net result, Focus Bars breaks it into a layered participation structure .
🔸 Volume mode
In its default form, the profile width reflects total intrabar participation at each price level.
This helps identify:
high activity zones inside the bar
areas where the market spent more effort
internal high-interest regions
This mode focuses on where the bar traded most actively , regardless of which side was dominant.
🔸 Delta Bars mode
When Delta Bars mode is enabled, the visualization shifts from general activity to directional imbalance .
Positive delta levels extend one way, while negative delta levels extend the other, helping expose where directional pressure accumulated inside the bar.
This makes it easier to see:
which prices were dominated by buyers
which prices were dominated by sellers
where internal imbalance became most extreme
This mode is about pressure and imbalance , not just participation.
🔸 Recent bar stacking
The script displays multiple recent reconstructed bars side by side, allowing you to compare internal structure across the most recent candles.
This helps reveal:
whether participation is shifting higher or lower
whether recent bars are building similarly or differently
how internal pressure changes from one bar to the next
Rather than looking at candles in isolation, you get a stacked structural view of recent bar development.
🔸 Price-row resolution
Each bar is divided into a configurable number of rows.
Higher row counts provide finer structural detail, while lower row counts simplify the visualization.
This lets you control the balance between:
detail
clarity
performance
🔸 Lower timeframe reconstruction
The script uses lower timeframe data to estimate how participation distributed through each candle.
Granularity can be selected between:
1-minute
1-second
1-tick
This allows the internal structure to become more detailed as lower granularity data becomes available.
🔸 Buy / sell volume labels
Each price row includes separate displayed values for:
sell-side participation
buy-side participation
This gives a direct read on how activity distributed at each level, rather than relying only on color or profile width.
🔸 Gradient-based intensity
Color gradients help represent the magnitude of participation and directional pressure at each price level.
This makes it easier to spot:
high-intensity zones
low-interest areas
strong directional concentrations
Stronger color intensity reflects stronger internal participation or imbalance.
🔹 How to read it
Each component gives a different layer of information:
Candle body / wick → the outer structure of the bar
Profile width → where participation concentrated
Delta mode → where directional imbalance built
Buy / sell labels → how each side contributed at a level
Stacking → how internal structure changes bar to bar
🔹 Why this tool is useful
It gives you:
a way to look inside candles instead of only at candle outcomes
price-based intrabar participation mapping
clear visualization of internal volume and delta structure
context for where buying or selling pressure concentrated
a deeper structural view of recent bar development
🔹 Best use cases
analyzing internal candle structure
comparing recent bars side by side
spotting hidden participation concentrations
finding where directional pressure built inside a move
adding lower-timeframe context to bar-by-bar analysis
🔹 Important note
This tool uses lower timeframe data to reconstruct intrabar structure.
This means:
it is an approximation of internal order flow
accuracy depends on available lower timeframe data
selected granularity impacts precision
different symbols and data feeds may produce different levels of detail
🔹 Inputs you can customize
The script includes flexible controls such as:
granularity selection
bar count to display
row resolution
volume mode vs Delta Bars mode
color customization
display offset
Closing Notes
Focus Bars is built to shift the focus from how a candle finished to how it developed internally .
It helps reveal not just what the bar looked like from the outside, but where participation and pressure were concentrated inside it .
Thank you for checking it out!
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